It’s almost like I thought about this before you even asked:
They repeat the same handful of sentences. You cannot have an actual conversation with them.
They know how to hold a weapon, but their fighting ability is rubbish compared to a player.
They can understand commands like “Stay”, “Follow”, “Come here” and “go there”. An average dog can learn more commands than that, and more complicated ones too. A thrall doesn’t even know how to fetch (although a golem does).
If you think that’s “as smart as everyone else”, you may need to expand your social circles.
This is a fair point. I would expect the Stygian standing army to have some discipline and coordination. But their sentries go chasing random passers-by instead of alerting the camp when intruders approach.