Opportunities, as I'm viewing it currently, are a way to patch up a problem that crops up occasionally, which is that I struggle to give characters things to *pursue* during the game. This can be done with Secrets but I think formalizing it is a better way. It's a kind of explicit way to do plot threads as well. I might even recombine them with the Threads mechanic itself!
It's basically just meant to be like a shiny thing for players to pursue, basically like an opposite of Threats almost.