It seems obvious to say it but there is a class (the survivors) who can use cards from the discard or even want cards in the discard, so Bound for the Horizon can be considered with Wendy Adams, "Ashcan" Pete, Calvin Wright, Silas Marsh, or George Barnaby if you intend to play with your discard.

In a Wendy Adams deck, you can still play the card you have just discarded if you have the Wendy's Amulet in play.

For others, it's the opportunity to have the Improvised events in the discard without playing them from the hand first.

For Monterey Jack (and Ursula Downs to a lesser extent), it's an other possibility to move as a free action and take advantage of the investigator ability.