Ok here's a bit more detailed reply
Mordheim has much worse out of combat gameplay as it's basically a screen that you visit between missions and nothing more. You finish a mission, go to your management screen, do some stuff and back to another mission.
BB makes that feel much more natural and involved what with all the resource management and so on.
BB's "out of combat gameplay" boils down to visiting a screen between missions and restocking on stuff. That's hardly different to Mordheim, the only difference is more legwork and money sinking.
Also loot kinda sucks in Mordheim, even purple items don't feel especially powerful.
Apart from the white/blue/purple item progression, you also have enchantments, and there's a fuckton of them. You also have a lot bigger variety within weapon types. In BB, many of them follow a linear progression that is not unlike the white/blue/purple one, with small damage/normal damage/big damage - bows, crossbows (sans spiked impaler) and all 1h weapons that I can think of are guilty of it, p sure the only ones that offer variety are the 2h weapons (axes, polearms, swords). Now compare to Mordheim ranged options for humans for instance - hunting rifle, blunderbuss, crossbow, bow, handgun, pistols. And then enchantments on top.
Level ups in Mordheim are also not so interesting as in BB. Here you get abilities that really change a bro every level.
Fake news.
For starters, many of the perks in BB are very obvious trap options. Second, once you play for a while you'll notice that you just keep taking the same perks (with minimal differences) for nearly all dudes of a particular type, and those types are more or less divided into: 2h guy, duellist, shield guy, archer; and the first three are going to overlap heavily in a bunch of perks anyway. I've often found myself thinking very hard in BB which perk to take, and not because all of them looked like must-have very important and useful picks, but because I had to decide which one looked the least useless.
Mordheim allows for much more tweaking and flexibility in how you develop your dudes. Suffice to say, again, humans and ranged characters. In BB, my 3 bowmen are completely identical, and the 4th crossbow guy is only ever so slightly different. They also all function just about the same in combat. Meanwhile in Mordheim, I have a near-melee range blunderbuss guy who can hit many dudes with one hit, but is in trouble if caught, a sniper-poker longbowman, a dual-pistol mid-range/high damage guy, and a captain that can exchange between sword and board/pistols as he sees fitting depending on the circumstances - and while I could also make a 'hybrid' in BB with idk sword+shield/javelins, this guy's use will not depend on circumstances, it will be the same every fight - start with some javelining, then change to melee once enemies get close, and they will get close typically around round 2/3 depending on enemy type, because every single damn combat map is the same "you start on the left, they start on the right, I want a good clean fight! Let's get it on!"
If only it had some actual damn level design, maybe BB would be up to par. But that's my main, biggest and critical beef with it. It has only combat and nothing else, while this kind of game is heavily dependent on other systems to make it work. It's dependent on R&D, level design, emergent gameplay, tactical manoeuvrability, micro and macro management of assets and team members, mission variety. Out of these, BB only has some poor elements of management, and even those are set nearly on autopilot.