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Game
Because Clay golem is more mobile, you can move it right in front of a boss.
Fire golem is better against massive fire damage bosses, because with health/regen/life steal the physical damage is of little concern
I'm not sure how well Iron golem attracts nearby enemies, or how taunt/aggro mechanics work on diablo 2
Unless it's a very high % that a boss will change targets to hit the Iron golem it won't be worth using
You also seem to have agreed the Thorns damage is almost useless, and I think you will agree it can't be abused. For this reason and all the others I said I strongly urge you to try adding Thorns aura.
Or alternatively make it so Iron golem doesn't consume the item it's created from, or the golem doesn't disappear when you die, so we can use good items on it without wasting them.