I currently play a lot of Thor/Banshee against Toss, and, yes, it sucks (but so does the whole matchup, toss OP!).
The problem isn't feedback because banshees can be cloak/decloaked nearly instantly by just hitting the D and C keys rapidly to kill the banshees' energy. Psi storm is more of an issue (isn't it always?).
But the real problem is mobility, upgrades, production and gas income.
You really cannot support Thor/Banshee on four geysers, and Blizzard insists on making securing a third base absolutely hellish. If you don't have 6 or 8 geysers not only will you be outproduced but you'll start hoarding minerals, and un-upgraded marines are garbage! Hellions, the other mineral-only unit, are terrible in an army. They have such low DPS that unless they're microed to death even Zealots will kill them. Terran NEEDS gas!
Also, Thors take a long, long, long, long (read: long) time to build. Compared to Toss, who warp in a round of gateway units on command, Thor production is just far too difficult. To make a Thor build viable at least 2 factories are needed, but 4 or 5 are preferred. With tech labs and lost mining time included each factory costs 240/125 and take 85 seconds to build, occupying 1 supply of SCV for 60 seconds. Compare this to the Robotics Facility, which costs 200/100 and takes 65 seconds to build.
In other words, for every 1 factory Terran builds, Toss can build roughly 3 gateways, and warp gate production is far stronger than factory production.
Upgrades are also an issue. I tend to have one armoury upgrading either vehicle plating or ship weapons, but even that seems cost-inefficient. I only do it because I have to make the armoury anyways. 3/3 banshees do not increase in quality enough to justify the cost (especially if you're having to add armouries), and 3/3 Thors tend to not kill any quicker than 0/0 Thors as their attack mechanic is still one huge blow with a heavy cooldown, which means that zealots and stalkers tend to require the same number of shots, only more upgrades means more overkill. Also, hardened shields mean immortals have a limit on how much damage they will take, nullifying weapon upgrades, and if you manage to get hits in on the Colossi, well, lets just say the toss' problems extend far beyond +1 upgrades.
Vehicle plating makes sense, though, since Thors will be absorbing many attacks, and SCVs need as much time as possible to get those repairs in.
The final problem is mobility. Thors are TERRIBLY slow. This means that you are relying entirely on Banshees to guard everything beyond your main choke. In other words, remember all those expos you set up for the extra gas? You better be hoping the toss won't bring observers when they move out to tear them down, because a PF won't hold a deathball by itself. And since Thors are so slow the Protoss has more than enough time to clear out an expansion and get back home before Terran has the chance to counter-attack.
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