The advantages are very slight, but slight advantages can help win games.
Last inning, 2 outs, two run lead, one runner on base. That runner at 3B means absolutely nothing until the hitter gets on base. At secondbase, he obviously isn't going to steal third. At secondbase, he can possibly help the hitter in some cases. He can also get in the way of a ground ball to the shortstop and cause the hitter (the potential tying run) to reach base. At thirdbase he is just out of the way!
In these type situations we had a play where we would pick at 2B and overthrow to our centerfielder who would run in and position himself in short LC field. The goal was to get the runner to react and throw him out at 3B or going back to 2B. This was a free play and we didn't care if he even scored on the play. The hitter (tying run) still had to reach base. The defensive player that gains the most by having a runner at 3B rather than 2B is the shortstop. I'm sure we have all seen how tough it is at times when the ground ball goes through the runner or even when the runner gets between the ball and the shortstop. It's just a tougher play than when there is no runner.
I've also taken a similar mindset. Most will teach that because the runner means nothing the pitcher should focus on the batter. Personally, I've never seen the runner as a distraction for my pitchers and I see that runner as a free shot at a cheap out. Thus, try to pick him off any way I can, knowing that if F1 throws the ball away, absolutely no harm done. Similarly, when it's my runner on base, he's instructed to be VERY careful.