This is because shes a creature when shes anywhere other than the battlefield, which includes the Command Zone
3 Dark Confidant Emet-Selch, Unsundered Esper Terra Gogo, Master of Mimicry Golbez, Crystal Collector Hope Estheim Joshua, Phoenix's Dominant Kefka, Court Mage Kefka, Ruler of Ruin Kuja, Genome Sorcerer Mysidian Elder Quistis Trepe Shantotto, Tactician Magician Summon: Esper Ramuh Tellah, Great Sage Terra, Magical Adept The Emperor of Palamecia The Lord Master of Hell Trance Kuja, Fate Defied Venat, Heart of Hydaelyn Vivi Ornitier Xande, Dark Mage
While other options like Geier Reach Sanitarium and Bonders Enclave are good too, War Room is probably the most universal and easy to activate
Ugh, one last card for Blue before we move on