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Autographs are similar

If it changes zones, it will either cease to exist (if it's a token) or cease to be a copy (if it's a nontoken permanent), and so you won't be able to cast it as an Adventure

Returning a creature from the graveyard at instant speed to save a player from a lethal attack, or juicing that attacker with just enough +1/+1 counters to deal lethal to an opponent can pay off in the end, especially if you have a contingency plan for when that player turns on you

Even a tiny deviation in MTG card dimensions can disqualify you from a tournament or spell the difference between hundreds of dollars in resale value

Shiva, for example, can only get one attack in before she fades away

Collectors shy away from grey-market or poorly documented cards.