Treasuries are created to put your product in the best possible light, with coordinating items, themes and colour palettes. The aim of the treasury is to bring traffic and sales to your Etsy store. If you know that your item is in a treasury and it sells, be sure to contact the creator of the treasury and they will more than likely replace it with another of your items which then has that extra chance of selling.
Also, if you are listed in a treasury you will automatically get an update from Etsy. Leaving a comment on the treasury and adding it to your favourites will increase the chances of the treasury creator including your items in the future. Everyone likes good manners and being professional goes a long way.
It is free promotion for you so make the most of it ;)!