If they just get better and better than playing against other humans will raise the question - who will take the first (weakest) one?

If they don't then not taking is a risk.

Might be good to at least divide them by era, with those of the same era of comparable utility (Some may fit your situation better than other, non is universally good). If you are about to move up an era you may want to hold, otherwise depends if the bonus fits your situation or not.

Pantheons beliefs mentioned earlier are a good example.

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