Benefits gained from skill cards are always nice because you never have to commit actions or resources to gain the desired outcome. Cards like Fearless for healing horror, or Quick Thinking for gaining actions. But in theory Nimble potentially provides a whopping 3 free actions! That's insane value, and you're not even paying anything (except the card itself).
So what are the downsides? Firstly it's only valuable if you need the moves. Maybe you still need to gather clues on your current location, or you need to stick around to act as bodyguard. If you don't need to move, then Manual Dexterity is better in every way. Secondly, can you move? The scenario itself could be preventing you from progressing further.
Maybe you'll put it to good use when you evade spoiler and subsequently use the move actions to reach the exit in spoiler. But if you have access to Nimble then you almost certainly have access to Elusive (a fast disengage and teleport), so even the above hypothetical is questionable at best. A very circumstantial card. I predict this card will be most frequently used for a single move action, in which case Quick Thinking is arguably better.
TL;DR - Hard to get maximum value from it, most likely used for 1 free move.