By your argument, we'd never have recurring villains at all. The Joker lost in his first appearance, and his second, and his third, and every one thereafter. So did Luthor. So did Doctor Octopus. So did Red Skull. Heroes usually win. That's how heroic fiction works. What makes a villain an effective threat is how hard it is for the hero to win. You show how badly the odds are stacked against the hero, how much damage the villain does before their defeat (say, blowing up the princess's home planet, or successfully murdering several rich Gothamites in a row despite police protection), and that not only makes it more potent when the hero manages to prevail against impossible odds, but it confirms the villain as a serious threat that the hero might not be able to defeat a second time. Of course the hero usually will win the next time, but you've successfully established that it won't come easily.