There are two concepts here to consider when thinking of detachments.
One is action efficiency, which I believe commandant has mentioned before.
The ideal is to remove an enemy unit from the table with a single activation. It's almost impossible to do this with shooting against a big knight unit with good armor save. But it's VERY easy to do vs detachments. If you activate your mage, and you throw two magic missiles into a 3-4 unit strong unit of demigryph knights and do 2 wounds, or even 3 wounds....you actually haven't accomplished anything yet. You still have a big threat to deal with. If you activate a mage and throw two magic missiles into a 10-12 strong halbderdier detachment, you wipe it out and you've earned poiunts and removed an enemy maneuver piece from the board.
Taking detachments vastly improves your opponents action efficiency. This is generally not a good thing.
The other concept is target saturation. Namely - you take lots units with a similar profile, and no units with a different profile, in order to limit the effectiveness of some portion the enemy shooting. Suppose the enemy brought a lot of mortars, but you only brought single wound models with good armor deployed in small units. The enemy mortar is going to be almost worthless. The blast hits almost no one, and the central hole never gets more than a single wound. Or suppose the enemy brought tons and tons of S3 shooting, and then you brought only big blocks of guys that really don't care if they lose a rank or two in the back. The goal is to make enemy shooting not impactful.
In general, small units of S3 shooting like many armies bring to satisfy their core, or come incidentally on fast cav, etc, is not impactful to the game at all. There are simply no good targets where their shots matter. But it is VERY impactful to empire detachments, because they have low armor save and low toughness and low unit size. Every hit has a decent chance of being a wound, and you only need a couple wounds to possibly force a panic check. And just a couple wounds can dramatically decrease the unit effectivness. By bringing empire detachments, you are increasing the value of otherwise valueless enemy shooting. This is also in general not a good thing.