In Base Set only, the most notable case where you wouldn't want any Treasures at all is a Festival/Library engine, since the Treasures would just get in the way and make it harder to draw with Library. Other than that, you probably just want Treasures every game, because the payload in BSO is weak and some of the best ones like Merchant and Bandit either gain Treasures or require you to have Treasures in addition anyway, but the engine components and trashing are very strong, definitely enough to support a bunch of Treasures in your deck. With Throne Room and Chapel in the kingdom, it seems possible that putting together an engine with some Treasures in it would be faster than a Treasureless Vassal thing, depending on what else is available.