There are many, many things to feel disconsolate about if you are a fan of the Xenos in the lore.
But a particular trope that has advanced with time and crystalized is the way in which the forces or aspects of certain Xenos factions, which were meant to be significant or impressive, decay with time.
In the lore, particularly the Black Library books, there is this constant arms race occurring of Space Marine power level creep. It is not strictly always linear, but its overall trend is always one of increasing. What the books depict as being a threat to Space Marines diminishes constantly.
This then necessitates the introduction of new forces or units to recreate the idea of threat, but these too become subject to what I will deem the effect of Space Marine-entropy and, inevitably, first one Black Library author will write about these new things being easily demolished, then another will and eventually you will have people on 40klore reddit or 1d4chan writing pieces about how pathetic these things are backed by copious textual evidence (which is totally fair).
We see this in many, many ways but just to list some examples:
Aspect Warriors
There was a time, from 3rd Edition on, where these were considered to be comparable to elite Space Marine forces. Where often the wisdom held was that an Aspect Warrior would even surpass a Space Marine in whatever specific Aspect of War they focused in. The common logic was that Space Marines might be skilled generalists but that as Aspect Warriors live centuries longer and have the Aeldari capacity for devoting themselves to a craft in excess of human capability, a Space Marine would not on average reach the same heights in a particular skillset an Aspect Warrior could.
This was borne out in the early codices and early campaign supplement-equivalents (such as Baran), but the notion never survived contact with Black Library authors for very long. To be blunt there are VERY few books EVER written in which Aspect Warriors do not die in droves once they appear. Perhaps the only Black Library publication ever to actually depict Aspect Warriors as even standing a chance in a fight against Space Marines was the barely remembered short story Twisted Runes but outside of this Aspect Warriors did not fare well in books or mediums of any sort.
Early works such as C.S. Goto's or even Gav Thorpe's Path of the Eldar tended to make very clear that Space Marines held an edge against Aspect Warriors and that even Phoenix Lords could be killed by a mere dozen or so Space Marines. Of course, part of what we see here is that the writing was just more subdued than it is now. Whilst today it simply would be weird for a Special Character in a book to NOT destroy hundreds by themselves back in those days it was 'somewhat' more restrained and less DBZ in terms of power. That being said it did not change that no Wraithlords or Aspect Warriors were ever able to hold similar advantages in the writings of Black Library.
The Dawn of War comic probably took the cake, with one Space Marine just wiping out just tons of Howling Banshees by himself:
He survives this and proceeds to kill even more of them afterwards. This is also the comic where a Marine just defeats a Farseer by somehow just being immune to his psychic powers.
Although there was also a Deathwatch short story at the time where two Deathwatch marines kill a bunch Wraithguards by themselves AND then catch a Farseer too.
By now though Aspect Warriors are effectively the fodder of the Asuryani. Rarely mentioned as anything special, barely considered to even be more than an Ork boy as a threat, just a mass to be wiped out with ease by Space Marines. Perhaps best demonstrated in Kill Team where GW equated Striking Scorpions to being at the level of Space Marine Scouts only.
Though when talking about the Aeldari even worse is-
Harlequins
The mystique of the Harlequins allowed them for a long time to exist as a very powerful force because they rarely appeared in anything.
It is a well proven maxim of Black Library that the less a Xenos faction appears the better it does, hence why you I want Xenos to just be removed from the setting.
Early Black Library content REALLY emphasized how deadly Harlequins were, treating them not simply as another subfaction of Aeldari but as the single most dangerous group of Aeldari you could find.
Early novels featured them with feats such as Harlequins wiping out an entire Deathwatch Squadron with ease, a generic Shadowseer matching Ahriman in a psychic duel and (much later admittedly) the Throneworld incident in which a Shadowseer and Death Jester slay dozens of Custodes. Admittedly in that last instance the author, after incessant bitching and whining from Custodes fans, insisted he actually meant to make them Black Lucifers who the Shadowseer and Death Jester killed and not Custodes at all.
Alas with the coming of 8th, the Primaris age and the final Horus Heresyfication of the setting that is in the past. The idea of Xenos who anything are but chaff cannot be tolerated anymore and thus we had works such as Mephiston's novel in which a squad of regular Marines guns down several dozen Harlequins with barely any effort at all. This was already beginning with Death Masque, in which a radical group of elite Harlequins united in their mission, once depicted as being definitively superior to a standard Deathwatch Marine, were now brutally massacred and failed to even so much as hold the Deathwatch up.
Of course, Aeldari are not the only faction to suffer this.
Necron Warriors
At first depicted as perhaps a true, even greater, threat than Chaos there was a period upon the Necron's reintroduction where Black Library worked hard to make sure you understood these were the single most fearsome beings in the galaxy, their vessels making even the most powerful ships of all other factions seem pathetic by comparison and their forces seemingly impossible for anything short of absolutely overwhelming (and outnumbering) force to deal with.
Things have changed a lot since then. Though the Newcrons change gave the Necron much needed character and flavour it came at the cost of watering them down like all Xenos to simply 'yet another group of things for Space Marines to beat down'.
Nowhere is this better reflected than Warriors and Immortals, once easily equal to Space Marines in lore nowadays Warriors have been DEFINITIVELY downgraded to barely a threat, with the recent Warhammer animations displaying that even dozens of Necron Warriors pose no threat to two regular Marines and Twice-Dead King at one point having about 30 Marines destroy a third of the entire complement of Necron Warriors on the capital ship Akropos by themselves.
In the stats this has also manifested, the Lycheguard, once a match for the elite combat troops of Space Marines are now very much their weaker counterpart, with Skorpekh's filling the role they once did as they simply cannot compete qualitatively with the likes of Terminators or Bladeguard.
T'au
They too have suffered, none as much as the Crisis Suit and Plasma Rifle, and the Broadside.
The initial T'au Crisis Suit and Plasma combo was repeatedly in lore and extracts depicted as a reliable and deadly counter to the Space Marines, that it threatened the Space Marines with a fast, mobile, platform which they struggled to adapt to which (because the T'au were at that stage reflected as having better on average shooting at all levels not only heavy vehicle levels) would reliably kill them.
At this early point in the lore Crisis Suits were typically depicted as qualitatively superior to the standard Tactical Marine, and it must be said GW themselves held to this standard very long. As late as the Kauyon and Mont'ka Damocles campaign supplements this remained true and only with the Horus Heresy-fication in 8th did Crisis Suits very much get downgraded to, at best, equal to a regular Marine foot soldier.
Black Library was always less kind, though many of the authors (even those who write about them) do seem to have a particularly strong dislike for the T'au. From Space Marine Sergeants by themselves soloing Riptides, or three Assault Marines wiping out an entire Crisis mini-army with chainswords, T'au Battlesuits are MUCH weaker in Black Library than they tend to be elsewhere. One of the more recent novels to feature them in battle against Space Marines, War of Secrets even has a single Primaris Squad wiping out a Stealth Team and a supporting Ghostkeel whilst suffering not a single loss despite the Ghostkeel being a considerably larger, more well-armed and equipped battlesuit.
There are more examples, of course, but the effect of this Space Marine-entropy is that when a Xenos unit, character or such is introduced with the intention of it being dangerous, it almost immediately goes into a timed event. It may be as short as months. It may be a few years. But eventually the lore will reach a point where these will be written off as not actually posing any danger to Space Marines in narrative or fiction.
Conversely this never happens to Space Marines. The standard Space Marine will virtually always be treated as a dangerous and unstoppable threat. There will never come a time where Terminators will be written off as something Aspect Warriors kill with ease repeatedly in novels or other fiction.
This is the inverse relationship which hurts the Xenos lore so much. All Xenos power and agency are always decreasing, flowing away, minimizing, whilst all Space Marine power and agency only increases.
The introduction of Primarchs and Custodes has only exacerbated this issue as they suffer from this even more than Space Marines do. Custodes NEVER lose to Xenos. EVER. The Swarmlord itself can literally appear in a short story against three unknown Custodes and the Custodes STILL win the fight.
This just keeps happening and seems to be getting worse with time. At this stage what point is there to even pretending Drukarhi or Asuryani are 'elite' forces when in almost every appearance they have in lore they fight with human wave tactics.
This is quite literal, in both Loss and the series about the Iron Snakes the Drukhari fight by just throwing themselves in waves after waves, literally said to be clambering over the bodies of their fallen in massive mounds, not managing to kill even one of their foes. In Loss this particularly stings as they are simply fighting Scouts. Then again in Lukas the Trickster's book he and a handful of Bloodclaws wipe out whole Kabalite Warbands and an entire Mandrake Kill Team, not to mention outwit and capture Lady Malys with ease, so who is surprised. Of course, all this should sound familiar to for those of us who remember Orar's Sepulchre.
What is there to do? I do not know. It seems to only grow worse as the consequences of the Horus Heresy's popularity drives the setting deeper and deeper into this Primarch/Custodes/Space Marine Black Hole