In a good heroic story everything should be going to shit for the hero for most of it. That's why people like Empire Strikes Back, because seeing Luke get beaten over and over makes people want to see him win in the next movie (unfortunately the next movie had Ewoks, but at least the scenes on the Death Star were good). The problem is that there are a lot of bad writers out there who are getting big budget jobs for "some reason" (politics are disallowed on this site

) who can only write about heroes that were powerful all along, and are too stupid to write smart villains.
You can have good stories where the villains win, but unless it's a comedy that's a pretty big downer for the audience. Like, nobody comes away from reading 1984 feeling optimistic about the future.