Setting a reserve price protects the DAO from anons sneaking in low bids when attention is low and accumulating tokens as an attack vector. We have seen other DAOs on Nouns Builder experience this issue and have their treasuries attacked (some are experiencing it at this moment). The way we have prevented this thus far is from me personally watching the auction and bidding which creates another issue where one members has high number of tokens.
In my opinion, it is better to see an undesireable token burned than to have in hands with bad intentions.