There will be times when the weave structure you are using, like this Swedish Lace I am working on, where you need a floating selvedge. The selvedge thread is threaded through the reed but not a heddle.
Sometimes I will attach the selvedge thread to the back beam and wind it on with the rest of the warp. But for this project, I am hanging if off the back edge and using a big clip to weight it. I do have to go back and fiddle with it when I advance the warp, but that is OK. That is when I do a spot check to make sure I don't have any surprises back there.