That's entirely on you not being able to accept the idea of a threat that is the kind that if it returned you're already fucked. That kind of threat, by its very nature, cannot be shown without diminishing that threat. Most people would look at that and go "Oh yeah, the world dying and us getting destroyed is bad, we don't want that" while you're over here going "He's shit because I haven't seen him destroy the world." Kind of silly if you ask me.
I've also mentioned before - he's the big main threat but he's not the compelling villain you are supposed to be worried about.
That spot belongs to Elidibus. It has since the 2.x series of patches. This is the same antagonist that had his lackey help us prevent the Warring Triad from returning as it would disrupt his plans, which included successfully setting the Eorzean Alliance on course toward unavoidable conflict with Garlemald...and where even us saving the First shard is a win of sorts as it means they can still use that shard in a rejoining.
We're still caught in the middle of his scheming, and that is unlikely to change soon.