It's not about winning, it's about mattering. I have suffered through games where the DMs ran big battles, rolling for their NPC heroes and for the enemies, and half the party literally was not allowed to even take part in the battle, but forced to watch it through a scrying mirror. I have played in a game where the DM rolled for 7 tricked out NPCs in a fight against dozens of orcs, commenting each strike and damage. PCs didn't really matter there at all. Not that the fight mattered anyway - it was just a vehicle to show off 7 NPCs.
As an immersion roleplayer, my fun is non-existent if there is no plausible reason why my PC's action would matter and is basically busy work. If the DM is showing off his pet NPC, and in a manner that everyone of us knows that the NPC has access to this and that spells, and we have the important task to "take out the second leader to the left", and we know that the NPC could just wipe the enemy's left wing off the earth with a spell from the staff he carries, then what fun is there to be had? Immersion's nuked, and combat doesn't matter, so why bother?
Now, if the NPC isn't shown off in all it's statted glory, and just narrated as "fights the center while you go for the left wing, if you kill their leader your wing might start envelopping the enemy", that's another story.
Fighting alongside King Arthur sounds good and fun - but I don't need to hear all the mechanical details, all the "and this is a really powerful NPC, I used this and that power, so you know he's really that more powerful than you, and could kill all the foes, but yes, we still need you, really, promise".
Just tell me he cleaves through enemies. Could be minions, could be solos, I don't know, and so my immersion is not ruined by the knowledge that the foes we fight do not present any danger because the NPC could handle the entire army by itself according to the rules.
Feel free to tell me someone is more powerful, but save the stats. I do not need, I do not want to know how powerful an NPC is. I especially do not want to know what an NPC can do. It hurts immersion if I start thinking how easily said NPC could solve this or that.
Don't bother forcing your NPC's build into my face. I am not interested at all in knowing how many hit points King Conan has, how much damage he does with power attack, how much damage he can shrug off and what his AC is. Tell me it's a warrior so impressive my characters knees might shake a bit, known and famous throughout the land. That way, I can assume that whatever threat we end up dealing with, political or social or combat, actually was a threat, and not something Conan could have dealt with if he had skipped his meeting with the baker's guild this evening.
In short, don't rub my nose into the fact that all my character manages to do is saving a bit of time for the NPC so he can do something else. Allow me the illusion of mattering a bit more.