But if that dwarf is stationed in a garrison or city, the idea is that artillery won't deal damage to troops, only in open battles where they can't hide behind walls.
If we're talking about multiplayer and swarming with cockroaches and artillery, we'll need to test it. It's possible that artillery harassment will be too strong, and then we'll have to reduce it to 15%. But initially, cockroaches can be killed by other cockroaches; the player isn't obligated to send a bare hero without vanguard cover. Artillery harassment isn't the only option; low-level heroes can also harass with berserkers using only a well-developed/skilled Dark faction. Or with Deadly Cold.
With an army costing around 70,000, losses from artillery harassment are around 10,000 (due to rounding). Each cast of Deadly Cold causes losses of over 6,000 (with 7 Tier 1 creatures deployed in battle). The cost of hiring a hero with a minimal set of troops to harass and escape (in WGE, even 1 Tier 1 creature costs 100-150 or more) is around 5,000.