The Experience et cetera acts partly as a reward, to help you assess your outcome and do your final little victory dance before shuffling off to the asylum.
It is recommended to start Dunwich with new Investigators, but it is permitted to bring your Investigators from Night of the Zealot.
Similarly with Rougarou, yes, it is supposed to be inside a Campaign (if not standalone), but it's your game, play it how you want to.
Brevity is my one teeny tiny complaint about the campaign system. I understand our investigators can't continue too long because of power creep but it's like getting three tiny scoops of really good gelato and then being told, "no we are all out."