Generally, you’ll only need it after the outer testset. Or, if things are split over multiple files, potentially at the end of every file.
The point is that the REPL prints the result of any top-level expression it evaluates. If that expression is an include, and you don’t want the result of the last expression in the included file to be printed, you can make that last expression in the file be nothing.
This really goes back to your earlier confusion
which is just completely false in Julia. All expressions in Julia (including include) return something. Moreover, the convention is for things to return the last expression from their “body”. There does not need to be an explicit return statement, and things return nothing only if they explicitly return nothing (or the last expression they contain returns nothing).
In this case putting nothing at the end of the file make that the last expression in the “body” of the include, and thus causes include to return nothing, and nothing to be printed in the REPL.