Elizabeth is mostly correct, but not comopletely. It is common for preamps (and other components) to have this ground "lug", even in a unit without a phono preamp. The purpose is to ground various pieces of equipment to a common component to address ground loop issues.
However, that being said, my suggestion is similar to hers. If your system is hooked up/connected and you are not experiencing a ground loop, then ignore it/don't bother connecting your components via this ground lug. However, at some point if you do experience a GL, then you can use it to possibly address a GL problem.
Not connecting anything to this lug is not going to cause a problem in and of itself. It is a conveniece feature that can be used for the above referenced problems (in addition to other grounding schemes).
However, that being said, my suggestion is similar to hers. If your system is hooked up/connected and you are not experiencing a ground loop, then ignore it/don't bother connecting your components via this ground lug. However, at some point if you do experience a GL, then you can use it to possibly address a GL problem.
Not connecting anything to this lug is not going to cause a problem in and of itself. It is a conveniece feature that can be used for the above referenced problems (in addition to other grounding schemes).