I love the models and the concept but in SBG just didn't think they carried their weight that well, which really disappointed me.
They are classed as a Hero (so you can use them in allied lists as noted above) but have no Might so they can't call an Heroic Action and can't even provide Stand Fast to the army so they are really just independent forces. They are tough warriors and just giving one the Morgul Blade option is worth the upgrade if only because it scares many players.
In WotR they start to come into their own as a force though so if you start to collect them early then you decide to try out WotR you won't have a sticker shock if you've already picked up a blister or two. In WotR I have found that one Company can be pretty dangers and a two-Company Formation gets the attention of any of my opponents even more than six Companies of Morannon with a full Command Company does.
In SBG be careful about getting more than one except in a really large army, never make the mistake of thinking they are "Heroes" in the traditional sense, be sure you make a deal about the Morgul Blade to your opponent and have fun.