There's gotta be some situations where giving up immunity might be beneficial...

If you're in a minority alliance and the majority alliance has some cracks in it, giving up immunity last second might split up votes and allow your minority alliance to gain some control... idk it would be kind of risky but I could see it possibly being a good move... And then if you had the HII and were apart of a minority alliance that could possibly regain control, I could see the usefulness of it there too...

I was always hoping that in Exile Island Terry and Sally could have used a threat tactic to keep the two of them in the game longer... Like tell Aras (or more people) that they were voting for him (or them) and that Terry was giving Sally the HII to use at TC... Or he could have just given immunity to her and seen if the people would have risked voting for him or going after themselves... survivors need to use the threat-tactic more often.