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If I were playing that Nazgul army, I would only be using the ES when I actually needed it and just trusting to the odds vs everything else. Sure some will die from the variance, but I would have five and they are all still mastery 3 Darkness and Dismay casters - one unit would be getting Gothmog's duel back for free, and a wraith is actually pretty likely to survive a duel when there is only a small margin involved.
When the Dueller is F6, such as Elrohir or Elladan, or Eowyn (the additional dice she rolls is about equivalent to +1) there's about a 15/36 prob that three rolls will be made on the Duel table, about enough, on average to slay the Ringwraith. Sure, the odds are marginally in favour of the Ringwraith approx 55/45, but who, seriously, is going to take that risk just to save 1 Might? Having saved it and being slain is not much use, is it
Once Khamul is gone, and to a lesser extent the Betrayer, then Mordor players start to panic a bit. Serves them right for putting all their eggs in one 'cheesey' basket :lol
Off topic: Re the Gorgoroth Horde debate on Warseer. Wouldn't a unit of 2 co. of Gondorean knights with Aragorn and Gimli destroy it entirely if they hit it in the flank and Gimli called his Epic Rampage (relatively easy I would have thought against a unit of 12-18 companies)? Come to think of it, if Gimli spent another Might and called Epic Rage then it could be destroyed from the front. Gothmog wouldn't help much as cavalry hit before and Epic Rampage he copied.