I have tested it, and they do in fact take on the properties of auras. Whether or not it will receive the other bonuses on the Pride runeword or not is up in the air, but from making an Insight Iron Golem once before, it does make a minion with an aura.

I have heard rumour of Iron Golems just simply vanishing for no apparent reason between games, which is something that puts me on edge.

Being PK'd is most likely my worst fear, however...