There are one-of-a-kind units in Starcraft 2, but they are not hereos. They do not gain experience from killing enemies or creeps, they do not pick up items nor do they have an inventory. They get upgrades by paying for them, and the upgrades should take some time to build.
In the case of the Queen, most of her abilities only work when she's in your base, on the creep (making your buildings attack with fireflies, putting down creep tumors, shriekers, healing your buildings, tunneling between hatcheries, poisoning the creep). She would be quite vulnerable anywhere else, and is therefore only useful as a defensive unit.