It’s difficult to fight a well-developed Dark unit, even though sometimes your own units will attack the Hit-and-Run unit, but… A sharp mind and unholy words are good for a Necromancer, Demon, Mage, and Human; empathy and BPD (Block, Parry, Dodge) are good for an Orc; a Demon with BPD is also not bad, but empathy is exotic for him; an Elf benefits from Winged Helm on an anti-Hit-and-Run unit – tactics, aura of speed, blue boots, and native land. It’s hard for a Gnome to fight a Hit-and-Run unit from the Dungeon faction.
As for whether it’s worthwhile to level up a regular unit, it will pay off. With potions, artifacts… And you can use it to your advantage, too :)