the whole point is the protagonist as something or someone to overcome. The good guy is the one that need to improve and grow to meet the threat of the villain not the other way around.
This is the proven way to write a protagonist, but it doesn’t have to be the only way to write them.
While I agree there needs to be a problem the protagonist needs to solve to grow, there is no need to make them lose to a villain.
That would make the villain a goal he must work toward. While that is fine, having different villains that the protagonist beats every other day is fine, too.
El Mando beats different challenges every other episode before finally challenging Gideon way later in the end of the season 1 and he beats him too, despite initial setback.
Mando dont need to “lose” for us to see that he’s the protag. The audience just need to know the show revolves around him and the challenges he overcomes.