The reason to culture some cyanobacteria in media without nitrogen is that in some cases isolates of aerobic nitrogen fixers have shown to lose the ability to produce functional heterocysts or even stop producing heterocycts entirely when grown in media containing combined nitrogen.
As a reference see e.g., page 217 in "R. Rippka, J. B. Waterbury, and R. Y. Stanier, in "The Prokaryotes" (M. P. Starr, H. Stolp, H. G. Triiper, A. Balows, and H. G. Schlegel, eds.), Vol. 1,. Springer-Verlag, Berlin, 1981."
I agree with Erik. In addition to this, you can actually grow Nostoc sp. in BG 11 with nitrogen however there is a low chance (and or you might never) of observing formation of heterocysts in the filaments of Nostoc sp.