According to the wiki the Princess can be upgraded at Hallowmas and has some flavour text in an Exceptional Story, while the Dowager seems to have no special uses.
Captain Amelia has a use in the Light Fingers ambition, making a certain point in that story cost much less resources and she can also be married which gives you a permanent stat bonus in the Spouse slot. That may be a couple of the reasons why she costs more Fate than the Abbot, though the Abbot may of course gain more uses in the future.