In big numbers they can eventually kill us, if we are alone, but they still felt very lacking to me. If I had to give an example of what I expected a Thrall to move like then that would be the Stalker from Dead Space....hides whenever it needs to and suddenly it's ramning us to the ground.
But maybe I'm the only one around here with this opinion.
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They remind me of Tyranids, they have one mode... attack.