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A Thief is useful only for gathering resources and artifacts in places that are difficult to break through, and for diversions.
But for him to independently gain experience, he needs to be leveled up first (so that he can defeat monsters of the second level), and it's a waste to take him into the army or spend a couple of chests on him.
But the larger the map, the more useful he is.
In the end, you can assign him a lot of menial tasks:
-capture mines
-bring up the army
-clear out newly spawned nests (like harpy nests, etc.)
-sail the sea
-run to the markets, etc.
-you can even use him instead of a caravan.
:D