Exactly. You use them as someone to outwit.Because I am a lazy DM. Oh I'm so lazy.
I buy book, I run adventure from book. In the middle I try to adjudicate as fair as possible and make sure every player is getting equal spotlight, and that everyone is having fun.
Oh powerful adversaries that's fun.
But no one likes it when the DMPC Deva with the magic sword and staff and secret magic ring solos the Balor between sessions and comes back with fancy new white robes a new mount that's better than anything your player can get.