Why do creamed sauces often contain nutmeg?
Nutmeg provides an exotic/interesting note to cream and milk based sauces. These sauces are often based on flour, butter and dairy, so besides the potential caramelization flavors from cooking the butter and flour (which can be delicious on their own) there are few other flavor components, say, as compared to a pan sauce. A grating of nutmeg can create interest.  Not all dairy based sauces use nutmeg.  It is traditional in some cuisines, and not in others.  Why particular flavors compliment one another is an interesting and complex question. It might have to do with the molecular structure of ingredients.