they cost 5 bucks more because the box comes with a metal champion. and they have those strange helmets because they are a zentch army. the story as i know goes like this. so there was this psyker guy magnus the red who knew about the horus heresy. so to warn the emperor he used all the power he could but he still could not contact the emperor. so he used forbidden chaos powers to do it. this inraged the inquisition and they sent the space wolves to fight them off resulting in the baneshment of the thousand sons chapter into the warp. but the powers of chaos slowly started to mutate the thousand sons. and so to stop this mutation the chief libraian of the thousand sons (ahriman) cast a very powerful spell on the entire caapter called the rubric of ahriman. this spell turned all of the thousand sons into dust but there armor still traped there spirits within. so to say it bluntly the thousand sons are realy just a bunch of dust and swirly spirit stuf in some armor.
The old rules for thousand sons marines used to be so good. If you shot at them with something less than S-4, then it couldn't even hurt them. It was because you had to completely destroy their armour to get their spirits to go away, otherwise they would just keep on fighting.
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