I've cleared that Countess fight way too many times to be shy about the loot, so here's the rundown from my runs in 'Darkest Dungeon'. The drops are mostly about practical payoff rather than weird one-off plot rewards: you can expect a good chunk of gold, consumables (food, bandages, medicinal items), and the usual heirlooms — busts, deeds, and portraits — which are what you need to upgrade the Hamlet. Bosses also tend to cough up rarer trinkets, and the Countess will often drop at least one high-tier trinket that carries a unique stat mix; these can be a real game-changer on later expeditions if you outfit the right hero with it.
On top of that, there's sometimes a boss trophy-type drop or a quest item tied to the mission that you need to complete that particular questline. If you have the Crimson Court content active, Countess encounters can also yield Crimson-related items or materials that feed into the vampiric mechanics — things that let you craft or trade for cures and upgrades. Loot quality scales with dungeon difficulty and crit/kill conditions, so champion levels will tend to give better trinkets and heftier heirloom counts.
If you're optimizing, take scouting and pull in a hero that boosts treasure/gold find (the Antiquarian is notorious for being good at that). Also don't forget stress and disease risks in that fight — some rewards come at a price if you mismanage your party. From my stash of runs, the Countess usually leaves me richer and a little bloodthirsty for the next run — good times.