This reminds of an idea out of the Parlainth supplement to Earthdawn, but they never took the idea anywhere interesting.
The horrors of Earthdawn found the hidden city and slaughter the inhabitants with ease, then discovered they were trapped in the hidden place and had nothing to do now. So they started commanding the golems and set them up in mock battles. Most of the straw and wax golems were destroyed, but stone, steel, and orchalium survived to the 'present'. Many were given life, a soul, or something resembling consiousness, to make them greater challenges. Now, they still fight on, warring over meaningless trophies of bones and sticks, without masters or reasons why.
This golem idea is cool, and fighters designed specifically to hunt them cool too, but it begs the question: why?
Are the golems a threat by themselves, or just in the wrong hands? Could the parts of the golem be valuable as highly enchanted material or works of art? Are they alive or in possesion of a type of soul and should they keep it?
Any answer to these questions is good, but they set a different tone to the events surrounding the golems.
Suppose an evil wizard finds the old texts on making a type of golem and does so, sacrificing someone in the process. The golem breaks free and slays the wizard in escaping, and now a confused soul is trapped in the body of a magical beast, trying to get back to the life and loved ones he knew.