Fair enough, though leading with Mercy is leading with a damage sponge. She literally is the mitigation for troop #2 because after her first cast, she's thrown to the wolves. Basically, she gives you protection against damage, true damage, Death Touch, Famine and Death stat drains, and (in the right comps) Chill Touch, because you just don't care for the poor thing once she's served her purpose.
Also, Impervious is definitely a form of mitigation, as Death Touch is a thing. It may not be much, but it's something.