I recently play a rogue with some XP devoted for treachery defense. He can simply not trying at all to boost and tank horror from willpower tests with Elder Sign Amulet (skips about 1-2 tests), or make it go away with cards like "You handle this one!" or Counterespionage. But there is a hole in this defense, if Frozen in Fear already lands there is not much I can do.
Frozen in Fear is an example that this card is a good answer. Like Lucky!, you get to keep this card intact on hand while you try the recurring test again and again, until you see an appropriate chaos tokens, then like its name you surely pass with 2 resources. Much better than going for a big willpower boost (e.g. Moxie pump / Say Your Prayers / Savant) only for the chaos bag to laugh at you with a bigger minus and lose all your investments. You just wait and not waste anything with Sure Gamble. For the sake of variety and same XP budget, rather than doubling up 2x Elder Sign Amulet for consistency only for it to be powerless against Frozen in Fear, 1x Elder Sign Amulet + 1x Sure Gamble maybe better.
The "Striking Fear" set is special that it is somehow used in most FINAL scenario of the campaign. I say this card is not so situational if there is this prominent pattern in campaign design. In the final scenario you either win or lose the campaign and many things in Striking Fear set are BS against Rogue, and it will be sad if your character is on their knee unable to play after such a long journey. I think even 3 XP for one of this card added last minute before the final showdown is a good investment. It is a core set card for good reason.
To make good use of XP, an over-success card with situational benefit like .41 Derringer (2) which now comes together in Revised Core Set can give it an another duty. Unlike Lucky! which only works when you fail, this card sometimes let you choose between regular success or over-success. (In the case if this gun it has 3 kinds of success.) Breaking and Entering (2), Slip Away (2), etc. also has multiple kinds of success.