The description for the Thrall Helmet is clear: "Don't let the antenna on top fool you - thralls are fearsome, highly trained warriors." Their style may be questionable, but their skills on the battlefield, especially when they show up in legions, is undeniable. Paired with, properly, Thrall Armor and a Thrall Shield, and often equipping a Pike, an army of these fighters is not an army you want to engage.