Yes, ANH ended that way. But Lucas hadn't really thought through the trilogy at that point, and ANH is in every way an inferior movie to TESB (it's just a simple well-crafted adventure story). Vader only became a compelling villain once he was given the nuance in the second movie.
But that's exactly the point. You claimed, verbatim, that "You can't make a villain who's already lost once into a threatening antagonist easily, because it's been shown they can be defeated." Your own example of TESB disproves your earlier claim, because Vader was "a villain who'[d] already lost once," and you acknowledge that that did not prevent TESB from making him compelling. Okay, maybe that doesn't count as doing it "easily," but good filmmaking is never easy, so that one variable doesn't make it any more prohibitive.
I realize if you're looking at comics you can make that argument. But within movie series, we seldom see the same villain come back twice without a total reboot (the Joker has been played in four different ways in live-action movies over the course of my life, for example).
Except we're talking about the MCU, which is unlike past movie series in that it's deliberately structured to work more like comic book narratives. It's invalid to compare it to older movie series that weren't planned out as continuous in the same way.
Regardless, part of the issue is not only that Kang lost, but that he lost to Ant-Man, who is a second-string MCU superhero, along with a rag-tag group of his hangers on. If one lesser Avenger can take on Kang essentially solo, than the sum total of all the superheroes within the MCU shouldn't break a sweat.
I remain bewildered that people keep forgetting the concept of an underdog story when it comes to this movie. Come on, in SW, Luke Skywalker was just some gawky 19-year-old farmboy whose only combat training was shooting defenseless rodents while joyriding. In Die Hard, John McClain was explicitly, textually an ordinary, unremarkable cop who'd never faced a crisis like this before (never mind the sequels). The fact that the hero is a seemingly unimpressive little guy triumphing over a vastly superior foe is the whole point. How the hell is this any different?
Also, it's naive to think that a man who can control ants is a "lesser" Avenger. Ants are arguably the dominant multicellular life form on the planet, vastly exceeding humans in biomass, so whoever rules the ants basically rules the world. It's kinda like Aquaman -- people think of him as less important, but he's the literal king of the largest territory on Earth. The whole point of the movie was that Kang was foolish to underestimate Ant-Man, so it's bizarre that so many viewers make the same mistake that proved fatal for the villain.