Officially, a lot of unlockables in the published Events are tied to groups or characters. They represent resources from SHIELD, the Nova Corps, Wakanda, etc., and by design those entities must be present in the Scene for the unlockable benefit to apply. As far as I've seen, you're not limited to how you present these options. If it's not narratively appropriate for the character or resource to be accessed in the next scene, then you can make that unlockable unavailable until an appropriate point in the story arc.
Likewise, if you want you can have characters available as unlocks who don't join the story unless someone unlocks them. OM109 states
As the Watcher, you should be framing these Scenes around the kind of upgrade or resource the player has just unlocked...
indicating that you can let unlockables drive the inclusion of story arcs into your narrative. There isn't a lot of heavy guidance in the RAW for this, so we assume the overarching theme of "whatever supports the narrative" is the rule here. If a given unlockable would introduce elements that break your narrative, then don't provide them as an option.
Also, they're sometimes limited to characters who take certain Milestones or have specific backstory or history elements. In the Annihilation event book, for example, AN31 has Skrull Unlockables that are
available to any hero following one of the Skrull Milestones presented above.
while AN25 has Kree unlockables that state
Kree heroes or those with ties to the Kree can spend XP on the following unlockables:
which doesn't require a specific Event Milestone choice to be purchased. Conversely the Kyln unlockables have no listed restrictions on them at all.
Logically, you would want to let the players know about these unlockables and their requirements ahead of time, so they can make the appropriate choices/justifications leading up to their purchase.
In addition to event-specific unlockables, many Watchers create additions to the "standard" list on OM109, as suggested by the statement, "Here's a list for starters". I have a list of generic unlockables that I use, especially for one-shots, that are designed to be used in one scene, rather than provide a long-term benefit. They include things like:
2 XP – Follow My Lead. For the next scene, step up any single Power Trait when you are rolling your Team Affiliation.
3 XP – Hold My Beer And Watch This. At one time of your choosing during the next scene, you may interrupt the initiative order and insert yourself before a Watcher character or opposing player character.
5 XP – Knew This Would Come In Handy Some Day. Knowledge in one of your specialties turns out to be particularly applicable in your current situation. For the next scene, you may step up an Expert Specialty to Master level.
I provide these to the players at the start, as they're not limited to any story-driven situation.