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Yes, what would really help them is resistance to ranged attacks, like in the new King's Bounty.
And in general, it seems a bit absurd – it's clear that undead won't die just because a skeleton's head is cut off – pieces of arms will crawl around, clinging to the legs of enemies, but all of this can't be done because it would be an imbalance. I'm just talking theoretically, it's clear that in practice this is impossible.
But I agree, such advantages would need to be compensated for in some way.