Contemplating: Megafauna amd Necromancy.
The most obvious benefit to a large enough undead creature is a mobile home. Any base or living quarters that can be maintained while on the move gives someone an edge above others in both strategy and in leisure time. While many would pick simpler land creatures for blending in despite the smaller space and others would pick something like a Roc because of the sheer size and flight capabilities, I prefer the strange, difficult to manage yet uniquely beneficial burrowing or aquatic creatures, depending on the locales.
With an aquatic creature such as a whale it is much easier to void the contents and set up the magically reinforced strata to manage both keeping the insides dry during transit and maintaining a breathable atmosphere inside the whale. The only concerns here beyond magical maintenance is natural predators, though the scent and magical vibe of death can deter these it is better to avoid giving too many necromantic vibes lest underwater folk purify your new submarine ship.
Now the burrowing home does sacrifice size as there are not many megafauna that burrow through the earth, magically or otherwise, but if you can manage to teach a large enough undead a variant of the shape earth and stone spells then its possible at high enough magic levels to shift such terrain but it would be slow. A giant mole can be endowed with undeath and modified, then maintained with a permanent enlarge/reduce spell but such spells do strain the integrity of item-like constructs. Now the wider benefit here is obviously that a burrowing creature that is undead only need surface a mouth to climb out of and then can retract lightly to hide its form from detection, placing it in arid terrain to blend in with dead land so no one would think a necromantic creature was present. Of course the air issues and pressure issues with the ground creature is similar to the water one, but the predator issue vanishes instantly.
To address flight, I dont recommend it as the magical yield on keeping something afloat is much more cumbersome due to size and structure. You need to infuse every atom of the construct with magic, from the flight itself to the durability of the bones, temperature control within the hull and a robust enough camouflage to manage to deter predators and mage hunters alike. Its not as if the similar issues with aquatic dont exist, so much as the oceans are less easily observable both in scrying and in sight.
Finally, DO NOT ENLARGE DISPLACEMENT MAGICAL BEASTS. Forgetting that their abilities lose potency in undeath, teleportation is largely limited to the creature itself when organic magic. For teleporting an unliving home, I recommend bluntly casting dimension door or other high level spells normally, skipping any integration. It can also help in case you get stuck in travel on material you cant manage to cross like metals, volcanic vents and severe rugged terrain for your surface travel.
