One thing I thought of is.. Nezha was made specifically to fight mystics. That's why he is so powerful. Because humans fight differently, he loses to them. But Lu Bu keeps losing. What if Lu Bu is a strong as a mystic?
Pretty much. Lu Bu's strength is inhuman, to the point even mystics compliment his strength. It just works against him when fighting Nezha because of how he was made.
The entire premise of the Warriors Orochi games was that you band together to overcome any obstacle. Every major character that lost was because they went in alone: Orochi, Nezha, Susano'o. It's only natural the historical epitome of 'go it alone' would lose consistently.