Au contraire, Midnight Sorrow can be truly ridiculous in the hands of a skilled player. I’ve never seen anything so capable of shutting down the enemy’s shooting plans. They could definitely make your opponent entirely rethink screening, or suffer the consequences. Especially when paired with flip belts...
But that’s a masque that really scales with skill level, in a way that won’t affect the way most people play 40k, I’d be willing to bet.
It really is up to your opponent not to maintain proper spacing between his units to allow you to daisy-chain. It also does absolutely nothing against them just falling back with the one engaged unit, and shooting the crap out of your elite 1 wound models.
Proper spacing in this case means not allowing an enemy model to be able to get within 1" after a 6" move (after a 3" pile-in after a 2d6" charge after an 8+1d6" move). That's not exactly trivial, especially if you are trying to have board presence and get to objectives and what not yourself.
It's also going to be very difficult for non-FLY units to fall back from Harlequins as they just need surround one model enough that it can't get past any of them - and flip belts allowing them to move over enemy models to do so makes that very easy.