But then why weren't the promos just part of the expansion? Then you feel like you're missing something.
Promos suck. It's straightforward. If the promo is good, then yes, why isn't it in an expansion, any expansion? Put the good cards in expansions please. If the promo sucks, why bother at all? You can make a special case for wacky things, it's not in the expansion because it's wacky but maybe some people will like it. Then you have the issue of, the rules tend to be especially confusing for wacky things and you aren't managing to hold onto the piece of paper with the rules for the promo. Yes in this enlightened era there is the internet.
Envoy wasn't good enough for Intrigue and still isn't. Black Market was too wacky and well it still needs to be fixed up, though it's a fun card that it's nice got to exist. Stash is the perfect promo: just wacky enough to bother some people who are happier having it as a promo they can avoid getting, just wacky enough to seem special, and in the end not interesting enough to miss having in an expansion. Walled Village wasn't good enough for Guilds and still isn't. Governor was made to cross-promote Puerto Rico and is a good enough card that it should be in an expansion (probably tweaked to be less automatic of a purchase). Prince was made when there were no expansions so that's one case where it was fine to have something cool that wasn't in an expansion.
The first two Kingdom Builder promos, Capitol and Caves, were from expansions that they would have been in. They were good and those expansions missed out by not getting to include those things. The third, Island, was an outtake from the 4th expansion and still isn't good enough.
Gauntlet of Fools got 3 promos and that was nice, because it never got an expansion. So really that's the good situation for promos: when there's no expansion.