The only reason to be close with Conquest is to overload shields with the likes of Storm Needlers. If I want something like Heavy Blaster, Mjolnirs are better. Also, Conquest does not have lots of OP to spare. Often, I need to leave mounts empty to get everything I want, especially with campaign mods.
I would like to squeeze in Ion Beam in medium mount, but unless I use less powerful heavy ballistics, the flux use is too much. Even so, there are other competing options like Expanded Missile Racks to make Locusts last for the whole fight.
I guess getting close is a good idea if the heavies have Devastators.
The Conquest should absolutely get close... to cruisers and destroyers. For capitals it wants to maintain range. Luckily, Heavy blasters are medium energy, leaving the broadside completely free to do whatever you wish! Dual Gauss + Heavy blasters is a great combo - bombard at range, and anyone who gets close eats a heavy blaster.
Heavy blasters removes the vulnerability of the front of the ship (and turns it into actually a decent amount of firepower - a Conquest can run 2 heavy blasters at full rate. Thats 1000dps energy damage). Pesky frigates no longer have a 'free' place to hide, and you can directly chase cruisers and destroyers without having to swing from side to side: better small ship hunting.
Heavy blasters gives each broadside 500 extra energy damage with good armor penetration, leaving the medium ballistics free for flak. This makes the conquest legitimately good against strike craft all of a sudden.
A 'broadside' consisting of 1 Mjolnir, 1 Gauss Cannon, and 1 Heavy Blaster gives a lot of options, for example (this is a very good AI ship):
Option: standoff: you can bombard from extreme range, closing from 1200*1.6 to 900*1.6 once the enemy is distracted or has high flux (dealing with caps)
Option: hey, you aren't a capital! Charge into 600*1.6 range and utterly crush the enemy.
So.. I agree with you: Mjolnirs are better than Heavy Blasters. However, the mount placement of the medium energy and the fact that they do not take up a precious large ballistic mount makes them a very very good pick for a Conquest.