I played a game about a week ago with a good friend of mine. I was playing Pandora, and he had the Ortega crew with a couple of mercs. I really want to figure these Sorrows out so I took two of them and I did get viable use from them.
The first thing that I did was to forget about Link. The Sorrows advanced on their own with Candy and Kade. Baby Kade was killed by Perdita, so his Sorrow joined up with Candy and Sorrow number one. While Pandora, the Doppelganger, and a Ronin handled Perdita, Nino, and the Executioner, Candy and her two Sorrows rolled up the right side of my opponent's force. Those two Sorrows didn't do much of anything by attacking or casting, but they amplified Candy's Self Loathing spell enough to kill the Convict Gunslinger and another Ronin with relative ease.
This was only a small victory for the Sorrows, but it showed me (however small the example) that they can still be useful. The role of Link has changed. It may be more useful now to consider it a re-deployment tool than to consider it an initial deployment tool.