I don't think that's necessarily true though. Even for other power fantasies like Overlord, they explicitly make it a huge point that if another player were to ever show up and become an enemy of Nazarick, they would be at risk of being completely demolished. In My Hero Academia, it's not impossible to see the heroes with their backs against the wall or even straight up lose sometimes.
The problem is that Sora and Shiro act as if there was nothing in the universe that could ever touch them.
RE: Maid-chan no Anime: No Game No Life