Hmm, well I'd say any of them could since all the challenges seem to be pretty general, but with Witches and Sylphs it's more pronounced and direct.
For instance, a Knight's challenge is "coming to terms with something about themselves they don't like, which seems to be Aspect-related". If you had a Knight of Void, their "something about themselves they don't like" could be that they are alienated from others, or that they have a tendency to "negate" their feelings/opinions by dealing with the world through compartmentalizing things about themselves they don't feel are productive to a specific situation.
With Sylphs and Witches though, that alienation would theoretically be the primary difficulty causing them issues. So to Sylph/Witchitize the above Knight example, you could have a Sylph/Witch of Heart for whom some aspect of their Self keeps others away, leading them to not like that aspect of themself, or a Sylph/Witch of Rage whose, say, tendency to emotional outbursts or impulsive behavior tends to make others leery of getting too close to or relying upon them.
And these are all just generalization that are modified again by the non-player conditions of the Session. For instance, A2 is a Void Session played by "Nobles", and as part of that theme/pun all of the Nobles are particularly awkward at socializing; as a result all their challenges included isolation and social awkwardness in some way. B2 was a deliberately "over-powered" Session Played by literal Trolls, so nearly all of its Players were impatient, cheating little jerks who needed to learn how not to do things they were perfectly capable of doing; to rein themselves and their impulses in in various ways. Role is more than just Class and Aspect; it takes into account a sort of Session "theme" and, most importantly, the situation of the Players themselves, with Role-challenges fitting their unique situation.
As to the Classes that don't directly involve dealing with the fallout of being isolated and set apart, I'd say every class but Sylphs, Witches, and maybe Heirs(though again, John's and Equius's isolation may be the result of their Aspects, or the unique conditions of their Sessions.)