If you attack with your siege weapons first, certainly you will soften up the stack, but the powerful defensive units will certainly kill off the siege weapons. It seems like a waste to throw them away so easily, considering that they too can level up.
Your siege weapon will be likely to lose anyway, even not vs. the best unit. So it might be wise to send the weapon in, soften up the whole stack to give your elite troops a chance of actually surviving.
Plus, attacking with siege isn't always suicide. Siege weapons have a withdrawal chance.
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