Pursuit is effectively double damage. Without it, units have to OHKO/2HKO with a Hero weapon/activate a skill to kill anything quickly. Pursuit is WAY more important than Dance. In fact, I'd argue Pursuit for it's own tier.
As for Hel, IIRC, Hel mages come in groups with other Dark Mages wih Jormungr, don't they? Also, can't Hel kill a unit if it's already at 1 health?