Maybe this is the reason why anti-hero units (ninjas, spies, native trackers) only have melee attack. These units should be similar to ‘the ghost’ from the SC-2 game where they have a ranged attack.
I would propose the following:
The unit has a higher cost (from 125 to 200 in coins).
A church upgrade enables a ranged attack (similar for ninja and tracker).
The ranged attack recharges every 20-40 seconds, and each shot costs a few coins. (Maybe 75% of what the mercenary costs).
The unit remains invisible even when performing this sniper attack.
As I already mentioned, the Daimyo and Mansabdar are also vulnerable to this type of units.
Each shot equals one kill.