I feel it's necessary to point out that most DMs simply fail at being devious enough for the true nastiness of many high-CR opponents to come out.
Take a Balor, for example. It has a genius IQ, the ruthlessness of Stalin, the strength of a dozen men and leads entire demonic legions into battle. The chances of this guy (or lady) waking up one morning and saying to themselves, "Today I'm going to stand in the middle of a room and push myself at a high-level PC party like meat into a sausage maker" is somewhere between slim and nonexistent. You see, this bad boy has everything the DM needs for victory in it's flavor text, i.e. that aforementioned demonic blanking legion.
So now that the PCs are neck deep in minor demons on the ground, have aerial forces swooping in and beating them about the head and shoulders, and endless ranged blasts from various nasties (demons have zero regard for blue-on-blue as long as the Balor's objectives are being met) *then* the General shows up to punk down the 1 or 2 battle-weary survivors for the foot on entrails selfie.
Similarly, you should never see "Just a Death Knight". You should see a ravenous horde of undead of all types, various evil allies, and the Death Knight waving it's sword to give battle orders looking like a total badass on it's Nightmare on the nearest rise.
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