All nations have their issues with crime. No matter how lax or stringent your laws, no matter how tyrannically they are enforced, there will always be some annoying bugger who breaks them.
The Empress may have gone completely barmy but she is still a pragmatist. Rather than have the Fleet and the Guardians crack down on every criminal scumbag who breaks the Empires laws she has organised a Union of petty (and not so petty) crooks as her own army Privateers.
The Union is as much an official body as any other but it is known for its disregard for rules and regulations and generally lax attitude to even outright Heresy.
It is a mess but it is at least an organised mess. Heavily infiltrated by the Quizzers and merciless with those who cross what few lines they have. In the Unions hands the law is upheld by much illegality.
Just how the Empress likes it!
Union Warbands have the unique ability to steal the specialist Features and Psychic Powers of their fellows. This effectively means a typical Union Warband will be a pretty rag tag bunch of individuals each with their own unique tactical combination of abilities.
A Union Warband is probably the most flexible allowing you to pick and choose what you want your Warband to excel at.
You can go for an all-rounder but its not really an optimal build in a game where specialisation is the key to success.