Assets? Events? Robert is the guy with the gun. The gun you gave him, because you didn't want to pay 4 for that .45 Automatic to go into a hand slot you didn't have open, you just wanted a combat trick to defeat the ghoul that's engaged with you. So you discarded the gun ("played the event"), paid the "resource cost" of 0, and did a Fight at +1 for 2 damage. That's better than Monster Slayer. Imagine if every firearm in your deck could just turn into a buffed version of Monster Slayer as and when you needed it to? If the same cards that are your expensive, slow, sustained damage options are also your zero cost, instant, burst damage options? Robert can make that happen for you, and all on the body of a Beat Cop (0).
This can be build altering. The game only has three fundamental types of player cards, so letting one type stand in for another is strong. A reasonable first instinct might be to look at Robert here and think that he's only for the likes of Michael McGlen, or even a placeholder for his mighty, upgraded version. I would contend that he's a perfectly solid ally in his own right, even for flex characters. If an investigator would normally take 2 weapons and 4 fighting events, then they could go down the Robert Castaigne route and just bring six guns. On normal, a character with a fight as low as 3, thanks to Robert's static boost and the likely +1/2 from a gun's accuracy can be testing at 5/6 for both their gun-in-play shooting and their gun-given-to-Robert pseudo-events. And these events are reliable, because they're not really events at all; Dissonant Voices can't stop their use, Torturous Chords can't increase their cost. Think how much more likely are you to have a gun in your opening hand when there's six in your deck compared to just two. The fact that it's locked to one-handed guns is fine for Tony Morgan and Michael McGlen because that's their default style anyway, and flexible investigators can easily leave the other hand free for clue-gathering tools.
The trick is having access to enough decent firearms to be able to build your deck gun-heavy. Guardian access helps, but even Survivor/illicit/generic 0-level access is decent because Robert loves to fire a .18 Derringer. Even "Ashcan" Pete gets to base 5 with Robert backing him up, and Duke gets the static bonus. He'd have to use up all his out-of-class cards to make it to a "mere" 5 firearms in his deck as of time at writing but I think this goes to show how there's much more to Castaigne than meets the eye. He's willing to work with all kinds of different people.
One of the concerns that can arise from having many small guns is that it can spread your XP thin, but those who can take Robert Castaigne (4) don't need to worry about that so much; If every gun with base Robert can be a more-accurate Monster Slayer, then upgrading your Robert to his final form effectively gives all of those cards "fast" and "draw a card" when played through him as pseudo-events; That's gotta be an improvement of around 3 XP per firearm! And he buffs their use as actual guns just as hard.
Finally, Robert scores extra cool points for being a "Castaigne" - perhaps from the same Castaigne family as Louis and Hildred from Robert Chambers' "The King In Yellow"? All hail the new Emperor of America!