Look KoA, don't take it the wrong way. I don't mean to imply that it's unplayable, but my opinion is based off of experience, same as yours. The point I am trying to make is that excessive use of the Veil of Darkness in the way you describe invites luck to have more of a role. Sure, if you always roll high and have horrendous dice-rolling, there isn't much you can do about it. But that doesn't mean you have to throw your units out there and invite someone to make you take those leadership rolls. My main problem with veiling Warriors is that the majority of them usually aren't in range of your target, and that they are very susceptible to all manner of things once separated from the main body of the army. If you want specific examples so you can understand where I'm coming from, I can provide them for you.
Veiling against Marines means that if you land within firing range, you face return fire of significantly greater strength than you put out in the first place(since their entire army can essentially be in range of your veiled Warriors), followed by any melee units they have brought along with them. Even if you veil in such a way as to be outside of melee range(difficult since you're aiming to get within 12 to rapid fire them), you are still apt to take more bludgeoning than they did in the return fire. Since all you have is Warriors, and allegedly you had Resurrection Orb on everyone, there are no targets on the table that are any better than the veiled one, so they can safely level all guns on the one unit, and basically take it out of the runnings to veil again, meaning you'll have to take it back next turn. Maybe the Marine player you faced lacked the firepower to accomplish this? It probably differs on a case by case basis, but I trust you can see where I'm coming from?
Against Tau, you might do significant damage, but with any decent amount of markerlights they can cut your plan short very quickly. If they have eight in the entire army, they can reduce the veiled unit to Ld 6, and then focus all fire on that unit, forcing a leadership roll which you have a very good chance of failing, and sending the unit falling back rather than veiling back. This in effect stops you from utilizing your Lord's abilities(since he's falling back as well), and ruins the entire setup, taking your one and only Veil of Darkness out of the game.
Against Tyranids, Orks, or combat oriented Space/Chaos Marines, this tactic would be completely useless, but since you have conceded the trouble with melee lists, I won't elaborate. My problem is with the short range of Warriors after being veiled. Now if you would stop assuming that everyone else is just talking through "meta-gaming" and assuming that someone will bring a counter-list, you might figure out that other people have legitimate concerns with the list.