It’s not that they’re necessarily “better”. Just different, which means they can fulfill different needs. They are another tool in your toolbox and depending on how you build them can come with some unique features like poison gas or a buff cloud.
Main thing to remember is your golem can’t heal. Level 3 thralls have what, 2k or 3k HP? They’d probably lose as much HP in those fights as the golem did, but they’ll heal in between. Golems can be more or less mass produced and don’t need training whereas those level 3 thralls, or any thrall really, must be captured, broken, trained and equipped. Golems are meant to be used until they break, then you build another one.
Also, don’t use them against enemies equipped with star metal weapons. Golems have a weakness to star metal and will crumble quickly if you send them at an enemy holding such a weapon.
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