It is important to pack substances well in capillary tubes to avoid inaccurate melting point ranges. If air is pockets are present in the capillary tubes the results of the experiment would yield melting point ranges that are lower and broader than the actual melting point range.
Your goal when doing this kind of test is to see how pure your substance is and it makes sense that the only thing you should be testing is the organic compound and, ideally, nothing else (i.e., air, gas, etc)