They hit you on 6. Also, they can only do it once a turn. If you are that worried about it, throw multiple units at them. 6th looks much more MSU-friendly.
Don't multi-assault. The entire purpose of this rule is to prevent the broken conga-line tactic some particularly numerous armies can employ.
If someone is issuing a challenge, or accepting one, they are probably a CC character themselves. At worst, you now have to fight their character one on one instead of dogpiling him. At best, you just prevented his character from massacring your unit. If you really do build for CC, this is a godsend. The ability to take out the enemy general without interference? Yes please.
AP3 power weapons:
There isn't a lot in the game with a better save then 3+. The few exceptions are Terminators, Meganobz, Necron ICs, and a couple others. Everything else is power-weapon chow. For dealing with the previous threats, get some AP2 CC weapons like a Power Fist or something.