It is generally suggested that all CE injections include a water plug. The purpose of the plug is to increase your precision. The rationale for this is that it does not allow your analytes to diffuse back into “buffer” vial during the injection process; the capillary may become pressure free when changing the vials. During this period there can be a back flow of solution.
When your capillary is back in the “buffer” vial, before the voltage is reapplied, analytes have been known to diffuse back into the vial. The water plug does not allow this. Thus better precision.