I heavily disagree that Swagger is a set for inexperienced players. I have used it to great success on other simulators. The fact of the matter is that even a non-STAB Foul Play hits very hard on key threats, especially after the Swagger boost, and if you time your switches in well, Klefki can get a sub up and then Parafusion basically any non-immune threat.
Even with just swagger, klefki can swagger on the switch or from behind a sub, then sub up four/five times and then Swagger again if that somehow didn't grant you a free turn the first time. Pokemon with high attack stats like Aegislash, Talonflame, and Excadrill fall to this easily.
Klefki is better than other users, like Liepard, by virtue of its superior bulk and typing, giving it several opportunities to set up subs or to get both Swagger and Twave.
It may arguably be a less useful set in some situations, but in others it could sweep through a team, or neutralize dangerous threats by forcing switches through confusion and paralyzing the new arrivals. Luck based or not, this is easily one of Klefki's most impactful uses in OU, and not mentioning it would not honestly reflect Klefki's abilities at all.