To elaborate, whole prey items are densely packed with B vitamins, D3, and vitamin A, amongst many other beneficial nutrients. B vitamins, D3, and A tend to be lacking (even completely absent) in the insects we keep as feeders, and adding a single pinkie mouse a month helps to close this nutritional gap. (Aside: my notes are pretty sketchy. I wrote very clear notes on B group vitamins and the D3 cycle, and then wrote, and I quote: "++ vit A & lots of good stuff. Feed x1/mo" Gooooo graveyard notes!

) This was all taken from John Courtney Smith's book "Bio-Activity and the Theory of Wild Re-Creation", and he may very well have gone in greater depth in "Reptile and Amphibian Nutrition" (I havent gotten my hands on that one yet!)
Here's a recent thread on the subject, and some additional info to add to the arguement: