The cards often read (forgive me I don';t have one in front so I'm going to try and get it as close as possible) "After the card is resolved EITHER shuffle it back into your agenda deck, or discard it"
Now to me this is a choice, but why would you discard your agenda's? Doesn't that mean you never get them again? Or is it to weed out ones that just are not good for you? This way you don't draw them again. Or is this two rules in one but one is for skirmish? I have not read any skirmish stuff yet so I am unclear on if agenda's are used there.