You can say it's about Risk/reward, but i will always put it as "What you value most and what you build your guys around". For example, i gave you the example of the Renderizer axe, which is a 2 handed melee weapon with armor piercing and that deals 2 wounds on a successful hit, and on top of that you add the fact it ignores flesh wounds results, which is very strong. But you probably want to have in consideration the fact that gangers (what would be henchmen in Mordheim) only have 1 attack and if you make them dual wield single hand weapons, they would have 2 attacks. Then you would consider if it's worthy to give the big nasty stick to those henchmen or to your leader/champions, which have 2 attacks and if they dual wield they would have 3 attacks, making it something very desirable because it means more chances to hit the enemy and more wounds inflicted. But of course, dual wielding means sacrificing all the juicy bonuses of that two handed weapon, like the +1 to strength, armor piercing and the special rule.
As well, i haven't seen all the gear the corpse grinders have, but the rotary saw i saw in the webpage is terribly nasty. It has knockback, which is a great special rule because if you knock back an enemy against a wall you inflict an extra wound and if you knock them down a ledge you can potentially inflict 2 extra wounds. As well, it has armor piercing and inflicts 2 wounds on a successful hit. As nasty as the Renderizer, but it has an extra special rule that allows you to use it as a whip like the Escher shock whip, which means you can use this weapon as a short range ranged weapon (4 inches, which is short range for an auto gun). They might have more weapons with special rules, but we will need to wait to get their full arsenal.
Also, you have to consider the skills you can put on a ganger and build your little guy around an specific strategy. Like if you decide to go full melee you can make a charging force out of your gang by giving them stuff like Fearsome and Bull charge, which will make them extremely dangerous if they get close enough.
Edit: Also, forgot to mention while Goliaths have higher physical stats they have poor initiative and they have lower movement range than all the other gangs (4 inches compared to the standard 5), which is also another thing to account for.