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The answer really depends on the meta game you are working with. If you are going to be going up against power armor, the exarch with the claw does as much damage as the rest of the squad combined. However, power armor was never a good target for scorpions, they have always been about killing lightly armored targets. So if you are sending them after the target that they are really good at killing (orcs, gaunts, ig troopers, etc.) then kitting your exarch out with chain sabers is the way to go.