My first response is why in the world are you using guids on "all tables" for a primary key?
Assuming you have your reasons... The ROWGUIDCOL property doesn't really add much, other than you can add to the overall confusion by referencing the column by using "ROWGUIDCOL" instead of the actual column name in your queries, but it doesn't hurt either.
According to Books Online "The ROWGUIDCOL property is primarily used by SQL Server replication."
The same page (Using uniqueidentifier Data) goes on to give some reasons not to use UniqueIdentifiers.