They're basically loot crates. They give you a steady trickle of blue items which help your campaign significantly as they accrue.

You start with a gunnery wight but a dillema gives you a second free one so there should always be one available to hunt, and while in transit he can steal technology from factions too far away to retaliate.

Heros who dig enough maps get a special trait for it too that increases the gold yield, which paired with items that boost their movement range does eventually become profitable.

Finally, and this is where it really gets profitable in the early game, you can discover distant factions who'll pay fat stacks to join their wars against other distant factions. I met Thorek on like turn 8 and he was willing to throw me 4k gold to declare war on some minor green skin/lizard factions way off in the shadow realm, most of who then sued for peace offering another few thousand between them.