Fairgrounds has also had it happen a few times where I don't have a spare +buy, but need the curse to reach a breakpoint.
But don't you want to keep that Embargo for your Fairgrounds? Or if you don't mind using it up, you could have just bought a Curse instead of that Embargo to start with.
One time my hand was copper/gold/embargo/green. I could either play the embargo & buy a fairgrounds or keep it and buy an estate. The swing there was 4 points directly and likely more like 6 as my opponent would have snagged a fairgrounds lead without me taking it.
Another time I was behind and was doing a Lib/Cellar/Fairgrounds run, playing the Embargo first gave me good enough odds of hitting a double fairgrounds turn (2 buys) that I think it was my best chance to win (maybe something around 1/5). I settled for Duchy/Fairgrounds and lost.
Yeah, you can always buy the curse instead of the embargo, but embargo is normally better if you can swing it. It is 1 VP more and very few decks work better with curses than actions (vagrant being the easiest counterexample). None of the examples of using the embargo to gain something and a free curse are where you exactly plan to use the embargo to gain a curse - it just is a tactical decision that has cropped up a few times. As far as I can recall, this has always happened on the penultimate or final shuffle.
This is strictly not the typical use of embargo here, normally I just buy embargo because it is cheap and it pads out fairgrounds when I hit 8 coin with 2 buys after I have a province or 4 coin with 2 buys if there is another 2 coin kingdom card.