A swarm of soldiers feels powerful, like a real challenge, but things can get ludicrous if you can knock them prone, slide them (you can with AoE powers such as a lot of monk powers) and so on.
From descriptions of Conan fighting, he is always moving to avoid getting hit so I don't think a swarm, that deals auto-damage, is right for this kind of conflict. I think Conan is simply taking on a large number of lower-level minions. They rarely hit, as his defenses are significantly higher than their attack rolls. Conan may also not grant combat advantage when he's being flanked (I think there's a feat for that), so it's difficult for the minions to use teamwork against him.
They're minions and their defenses are low compared to his attack roll, so he can kill them quickly; after one or two rounds of combat he's not feeling too threatened (unless more waves of minions appear). I don't think he's using a close burst power, but Cleaving Strike, which basically lets him kill two minions per round, and he can kill more if they make the mistake of moving without shifting.