All Union event weapons get Final Limit Break eventually (once their respective union event is reprinted for the first time after the introduction of orichalcon). As part of FLB, they pick up a second skill. All original/first union weapons pick up a different skill from FLB. All second union weapons (introduced when we start seeing union events again) get Exceed (S) from FLB.
Wrath Bow gets Rush (S).
Sloth Glaive gets Barrage (S).
Lust Sword gets Exceed (S) (yes, wind gets access to a ton of Exceed via union weapons).
Gluttony Gun gets Stinger (S).
Pride Staff (Pride as in the specific union event) gets Ascension (M).
Envy Axe gets Defender (M).

They're generally worth investing in if you intend to FLB them. Except maybe Wrath Bow. If you're a fire guy, you'd probably rather invest in Wrath Sword before Wrath Bow. (sword is Wrath's 2nd weapon, ergo it gains Exceed (S)). Or Typhon Lance, since Typhon's reprint actually occurs before the next appearance of Wrath (next February vs next April). Typhon Lance, being an advent SSR that was original Assault (L), gains Defender (S).

If you're not committed to any one element (I'm in this boat), the timeline you keep an eye on regarding FLBs through the rest of the year is more like...
Phoenix reprint (next event)
Gluttony (right after Phoenix)
Apocalypse (end of October/start of November)
Pride (right after Apocalypse)
Sloth (December)
Rahab (late December)