Nofollow no longer keeps the linkjuice for the dofollowed links unfortunately. It used to be a great tool for keeping more linkjuice to be handed out to links of your choosing, but its no longer the case
Every link whether nofollowed or not will take a bit of juice out.
The only benefit i can think of is you are not helping the sponsor rank highly for terms you may be targeting too. Can't hurt to do it, but most of the benefits are sadly no longer there.