Krox on their own have a role to play, too, but they're more situational. 3 or 4 Krox have a smaller footprint than a Skrox unit, making them more maneuverable, while getting Stomps as well. I think they work as a can opener support unit, or as monster hunters, as long as you can protect them from missile fire.
In a Skink unit, though, they can function as an alternative combat block, especially against enemy elites.