Petr,
As Richie said, they were added to stop the track rolling off the sprockets. If you look at photos of the prototype Loyds they didn't have them.
I've read a 1940 evaluation report by the Army and it mentions how easily the machine shed its track, going on to say that the Loyd company had come up with a quick fix which appeared to have alleviated the problem. Those L shaped supports are I presume, the quick fix put into production!
Although you can't see them in the photo the rear sprockets don't use nuts (although the front sprockets do!) they use a special curved tapped plate, see in the back ground below:
Again I presume this curved back plate was added in the modification to prevent shedding track, perhaps the track horns were catching on the nuts and as the rear sprockets are idlers the track could be lifted up over the sprocket teeth.