Now, the advantage is something slightly different. Sometimes of the advantages can sometimes be not used, but it is highly dependent. In Changeling, the Kith advantages and disadvantages are enforced by the Dreaming, so those must be used. The vampire advantages are frequently social ones - such as a free influence (easily lost or destroyed).
Unless an advantage specifically states that it goes above power class maximum (i.e. gen max for a vampire), it doesn't. Changeling advantages do as a rule of thumb, Vampire ones don't as a rule of thumb.