I play Khaine and she's actually quite a nice asset. I play her in a church team. You're right she does is useful to redirect damage and re-roll a die, but that's not why I play her. I play mostly against dark characters and her Sacred Attack (+3/+2) is kicking butt since it deals twice the damage to dark characters. Plus, she has the advantage of having a pretty good armor (4). In a church team, I boost her up with either Evangeline or Astraega.