Allie Hensman is a defining card of the Outlaw CP Rush archetype. Such decks typically run out of The Sloane Gang or Desolation Row homes and are heavily shootout focused. Their game plan is to move in to town square early and bully anyone who tries to move across it, all the while generating control points through their home abilities and Allie herself. When supplemented with deeds these decks can amass an alarming number of control points extremely quickly, and are very good at putting the pressure on decks that want a few turns to build up, such as those running Gadgets or Spells.
Allie is such a strong card because once she hits play, if she's able to use her ability every turn she essentially sets a clock on the game. There is no upper limit to the amount of control points she can gain. This makes her invaluable against passive decks such as landslide, and a means of victory for decks of any faction that are centred around bullying the town square - with zero influence and zero upkeep there is no downside to running her out-of-faction. As an Ace of Spades, she's on-value for Dead Man's Hand decks and I'd always include one copy of her in such a deck to help close out games.
That low value does have its downsides. She's incredibly vulnerable to Soul Blast and Shotgun, and if a huckster can successfully Puppet her they also steal her control points for the duration of the effect. With the first play, the Fearmongers' Leonardo "Leon" Cavallo or the Nickel Night Inn can boot her before she can use her ability, and Lost to the Plague can stop her in her tracks completely. If you're investing in Allie as your win condition, consider bringing a Tusk to offer her some protection from these threats.