The weekly challenges for Gambit (and other activities in the game) have usually not been retroactive. I don't know if they are this season because I haven't bothered with Gambit because of that. If you don't mind Gambit or want the weekly pinnacle or Bright Dust, then playing weekly is no problem.
But if it's just something that makes you grit your teeth while you just try to knock out the challenges, remember that in the final week there is usually some big boost to your Gambit XP so you can level up faster, and all your accomplishments will actually be counted. Plus if you have the season pass all your experience boosters will be in place by then. You can then fulfill all the challenges in one go.
All the weekly challenges should be retroactive but often aren't. That really needs to change.
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We've had double Gambit ranks for the last week. I just played to get the snakeskin shader and completed two seasonal challenges. It took four games, plus three last week. The games were good, too, because there was a bigger pool of people playing. I had fun and I've been burned out on Gambit since earning the title when it was new.