(Hero - Rogue) in Heroes 4

What I don't like about the third one is this way of moving the army: In a chain! Yuck, basically! :D

I think if you don't use this method of movement in HoMM3 (regardless of whether you like it or not), you will inevitably be at a disadvantage compared to your opponent—whether online or offline. And in the fourth one, heroes' graves are passed along in a chain. In other words, it doesn't even come down to building caravans because the map is already cleared ;) If, of course, you play purely for pleasure and not for speed, then yes. By the way, via caravan, you can send troops or a hero who have already spent their move :) on the current turn.
PS. Just out of curiosity, why don't you like chains? In my opinion, it only adds to the gameplay. That is, opportunities for mobile troop redeployments and sudden strikes appear :)