In exchange for removing that finality counter, you get to give Hex Parasite +1/+0 for each counter removed
Hobgoblin Bandit Lord is hovering around $4 a card now, but the more people get to play with it (and the more they realize it can help set up an alternate win condition in goblin commander decks), the more they should be able to charge for it
The release of New Capenna may increase its value via token synergy, but for now, it remains valued at around $11 for the classic foil version
In addition to your main decklist, these formats allow a secondary list (almost always 15 cards maximum) that act sort of like substitute players in traditional team sports
You can get great synergies off cards that make a ton of sacifricable tokens like Pitiless Plunderer or The Ooze
Giving the deck a 1/1 haste threat that also can be sacrifice to Kuldotha Rebirth while also refunding you a card is really really really strong in Burn