Well it’s of course a choice so it will have drawbacks on occasion.
but to your example.
you can only shoot in your shooting phase. So you do not get shooting attacks in the combat phase. You can only shoot in your own shooting phase.
regarding the prosecutors if you get in combat all special weapon options seem better to me. Grand axe will almost always get more attacks and rend.
grand blade and grand hammer will net you more damage as well as soon as something has a bit of a save.
and lastly their intense role in the army. If you want them to shoot and fly away, you’re indeed better of without.
Kramer's post in Weapon upgrades sometimes make the unit worse? - Stormcast prosecutors example. was marked as the answer