Yes, Dante seems overly powerful. But were forgetting some important details.
1.Dante is the Son of Sparda. Sparda is CRAZY strong to not only take on the demon world, but to win the war. Many people/demons believe Dante surprassed his fathers abilities.(this has been noted in many character bios)
2.Demons are like humans(in a way). Why should shooting a demon a million times be any different than shooting a human with an equel amount, let alone a well placed headshot?
3.Rebellion is the Solified form of Dantes power. Therefore, ultimate baddassary can have some serious side effects on a
demons body...
Point is, if they made every battle look like a challenge, It wouldnt give Dante the illusion of being amazing.
They have there reasons for making Dante the way he is, and In My Opinion, these are some damn good reasons.