The function of the plasma nozzles is to constrict and direct the plasma jet. The nozzles are normally made from copper due to its high heat conductivity, the quicker you can get the heat away the better. This is because the temperature of the plasma jet is many times higher than the melting point of copper. The nozzle survives because the swirl ring spins the gas which centrifuges the cooler (heavier) gas to the outside of the jet as it travels through the nozzle.