(Hero - Rogue) in Heroes 4

What prevents you from leaving some weak units in the city, if there's a risk of a thief? Besides, on those walls, heroes seem to be valued more than monsters. That is, you can easily outsmart the monsters in your army.

Human factor plays a big role. Shnurov remembers how I, as far as I recall, was hiding in the bushes on Iron from Seeman in a completely losing game, and he just walked by, giving me the capital. You never know where the danger might come from. That's why you forget to leave adequate guards. For example, 5 ifrits are not always in the castle. And a couple of thieves will be easily defeated because they will definitely sneak into the magic huts and bring some low-level unit with them, whether it's a fist fighter, an archer, or a summoner.

In general, a thief is useful, you can get a lot of benefits from them, but is it worth spending a week hiring a thief? Unless it's after hiring the main forces, for such raids.
I might not have understood DeadDreams's thesis correctly, but it seems that to collect artifacts, you still need to level up the thief to at least level 4 in stealth, otherwise you won't be able to collect artifacts properly.

Yes, of course, only after recruiting the main army. It might work, or they might get caught.