Moving a character doesn't grant them any special protection (in other words, you don't have to destroy the Location before attacking a character at that Location, or anything like that), but some cards have special abilities keyed to them moving to locations
Cogsworth, Climbing Clock
The Mob Song The Mob Song is most definitely going to see play, and almost every Steel deck will run at least one copy of this powerful card
Safe Haven Azurite Sea's Amber and Ruby deck has a delightfully simple premise
Plus, we have seven 6-cost cards in the deck to sing, if we need to, alongside resilient 4-costs to form a group of singers
Half the deck cares about pirates and the other about locations, and many of them just dont work well together