the potential harm associated with "nitrates" has been addressed by someone else, and with MSG specifically, some people simply have unpleasant reactions to it (though these results are difficult to reproduce clinically, they are listed at
http://www.mayoclinic.org/monosodium-glutamate/expert-answer..., the desire to avoid the risk of these effects is quite rational) and there's additionally no reason a non-essential compound such as MSG
needs to be used - using artificially-isolated compounds to modify one's neurologic reaction to food is a practice that a lot of us choose not to participate in, and we'd prefer the food is of enough quality to start with that such modification is not necessary in order for it to taste good. There is no "fear" that MSG is causing actual harm, only that it's a sign of an otherwise low-quality food product. Hence we appreciate when a product marks it as not included.