In highlander the soldier can do many things, but it depends on how the team as a whole functions. While I was playing soldier for playstuff (EU team that made platinum playoffs when we entered the UGC league in season 6) I found myself mostly roaming with our scout, using vanilla rockets, gunboats (sometimes shotgun) and of course the old equaliser. For some of the payload maps, upward in particular, I would be sticking very close to the core group (medic, demo, heavy and pyro) and running buff banner. Sometimes running direct hit for certain sentry spots (the top of the hill just beyond the first point of upward springs to mind).
When I roamed, I never needed the health the black box would give me, but the 4th rocket was crucial for making sure their scout died, killing a minisentry AND the engie, or being able to jump away after forcing an uber. Vhalin is a good dmer but is much better known for his scout plays in 6s. Showing one video of him killing people that he is better than does not mean that the black box is a particularly good choice.