Oh good, people who know TvTropes terms. This makes things ten time easier to talk about...

The Scions collectively seem to be a victim of the the Worf Effect. As in, they're the competent characters that demonstrates how powerful the enemy is by getting beaten by them.

That said, the Scions havn't really been beaten by that many people over the course of the entire game. And the people who do beat them are never portrayed as pushovers. The XIVth Legion, the Ascians, Ul'dahn politics, aether-sickness, slowing down a primal, Zenos, the voice... none of these are "normal problems" that normal people run into. Almost all of them could be considered a result of the Scions sticking with the WoL like glue (or vice-versa). While there are other physically/magicly strong characters, they have other responsibilities that mean they can't commit to fighting for/with the Scions/WoL so they aren't around as many dangerous enemies.

One of the things FFXIV has a hard time showing is how strong the other main supporting characters are compared to the WoL. We are the primal slayer who has defeated gods and worse. No one else has done that kind of thing. All of our allies admit we are stronger then they are. But how strong are they? They themselves are certainly stronger then the average NPC. However, the WoL just can't be beaten every time they come across someone new. That's why Zenos defeating us the first time is such a shock in-game and out-of-game. That's never happened before. Instead, the narrative has to do with other characters who are around a lot (who we know are weaker then us when it come to combat experience) getting beaten.

Just... doing it too much in close succession (Y'shtola gets taken out in 4.0, then gets taken out again in 4.4) makes it feel fake.