Embargoing the cursers gives you the option of emptying the stack easily for a 3 pile win.
I'd believe that if it happened late game with an opponent in the lead, but more often its done in the early turns of the game.
Eh, you can set it up early on sometimes. But most often, it's a sub-optimal play to embargo the curses, because people can't bear to block a card that they might want to buy, even if the opponent wants it more.
I think this is the reason. In our games, we've had that happen before. Placing an embargo token should be a strategic move. The problem is that if you place the token on something you want, then you have just crapped where you eat. If you place the token on something else, then the other players are more likely to consider following your strategy now. And if there is a strategy change, then you end up looking at the card you just embargoed.
I do like placing the token on something that I already own (like if I own the only Torturer). That doesn't always happen, and I'll get the card and wonder where to put it. It has happened before that we put the token on Curse or Copper.
Also, some people don't like playing Curse games and don't want to ruin the other player's fun so they throw away that token. Suboptimal, true, but the player gets a kudo for caring enough about the other player to not ruin his fun. I personally would rather have the opponent choose the nastiest route for me to overcome, but you know.