Is Vengeance-mode supposed to be this brutal?

Depending upon the team and the order I've found it to be on par with playing normal standalone villains with just a lot more to track if you're playing on the tabletop.   What I've found works best is to focus on one target at a time some taking higher priority than others(looking at you Ermine).   If you have heroes with AoE that happen to take out other targets great but most of the time taking out one villain gives more breathing room to finish the rest off.  What I often like about this format is more often the games are much closer and I rarely have a cakewalk of a game.   

Lumped in with the normal villains, "Vengeance Style" is in with the Difficulty 4 villains, though towards the easier end of that range.  Advanced Vengeance Style counts as the second-hardest Advanced villain.

Using the Villains... uh, villains, it's not as bad. The Vengeance set's villains were far more painful, played more of each others' cards, etc. 

Don't set up.

Nightmist, Argent Adept? Will die without having contributed anything to the game. Captain Cosmic and Unity are thanked by the villains for contributing targets for them to eat. Absolute Zero? If there's a lot of fire damage around, he might be useful, but he's more likely to contribute by slowly killing himself. If you're a Bunker or Expatriette who can get a gun out and fire it off, that's great, you're doing well, don't expect to see it next round.

Seriously, Vengeance style is all about short, brutal games that should take 5 rounds tops. (I had a few today that ended in loss after just three!) Area and multi-target damage is king, ongoing destruction is a necessity, the environment matters almost nothing, especially for high H. (Though if you're careful, you can turn them to your advantage...)

I've played a lot of Vengeance games in a very short amount of time (I've had the game for less than a year!), and if there's one thing I've learned about how to win, it's that you have to be able to deal damage, and lots of it, right out of the gate. Which isn't for everyone.

I've played a lot of Vengeance/Villains games and this is not true about those heroes.  Sure you want to get ramped up on damage quickly but these heroes are still fine.  Especially in a V5 game AZ with a starting Fueled Freeze is great.   Nightmist with an Oblivion can mop the floor early on.   Argent Adept can provide help based on what Ongoings he gets even if he may not have it the next turn he is likely to have something to contribute.  Got lots of small damage then Stealth Bot is great and Platform Bot will last through a lot.  Captain Cosmic's Constructs survive pretty well and if it's Vitality Conduit or Dynamic Siphon they're likely to trigger multiple times since damage typically comes in instances of one or two.  

Against just the V5 getting setup with multiple cards for each hero is harder to accomplish but when played with VotM villains it's not as much of an issue.  The main ones who regularly mess with your setup are are Ermine and Friction in my experience.  Baron Blade has some destruction but it's not as frequent.  La Capitan does as well but often giving you a random play because of it.   

The main heroes I find struggle are Unity and Argent Adept. The latter tends to suffer a lot for ongoing and equipment destruction, while the former is a slow deck by design, and you can't always get anything useful done before all your HP is gone. Stealth Bot is great, no lie, but getting her on the board is often hard.

But seriously, I stand by it: don't set up. If you do, set up with an eye toward "I will lose this card by the time I get another turn". I mean, tanking with Scholar is usually not a bad idea, just watch out for the monkey.

Try it with 3 heroes.

5 heroes is brutal, because Vengeance scales with (H) more harshly than solo villains.
The card damage isn't too bad, because it balances for (H), the build up of targets in play is hard, but there are solo decks that can match it, but the big difficulty boost is in two places:
1.  End of turn.  In Vengeance you have (H) end of turn effects, and the V5 have pretty strong end of turn effects.  Added to the (H) cards played base, it scales nastily and makes (H)=5 games incredibly hard.
2.  Extra card play, with 3 players that extra card play plays fewer cards, and has fewer chances to hit combos.

We scaled back the end of turn effect strength and the cards playing other cards in Villains, and lessened the number of cards staying in play.  The V5 are really strong, and the more of them that are in the fight, the harder that fight will be.

My experience has been pretty much identical to mwc146; of the 50+ Vengeance games I've played I'd say most have ended up being extremely frustrating and I rarely play that mode anymore as a result, which is a shame as I love the concept. My games have almost exclusively fallen into one of two categories: getting brutalised in the fashion described in the opening post, or, much more rarely, completely shutting down the villains thanks to a good opening hand and going on to cruise to victory. Very, very few games have been even remotely close.

I would say that the VotM expansions have made it a little better, as I think those 10 characters are significantly better balanced, and that as phantaskippy said, using 3 heroes also improves things. It's a shame there won't be more Vengeance characters, as I think another 5-10 that were as well balanced as VotM would probably mean I'd play it a lot more.

Interesting, I've always felt 5 heroes were easier in Vengeance since that means a better hero to non-hero turn ratio.

The stats project has 3 hero vengeance at a 60% win rate and 5 hero vengeance at 78%.

The only other piece of advice I can offer -- and I don't think this is repeating from another thread, at least not on this forum -- is learn what to prioritize. The first few times I played against certain villains, I got completely wrecked, despite using an optimized hero team, because I didn't know what I was looking at, and I would let villains like Sgt. Steel get away from me. It's the kind of thing that will take some solid playtime, much of it frustrating, to learn well, but once you know who's the biggest threat and who you can ignore, you'll see more of those close games than rolls one way or the other. :)

When I first played Vengeance, it was a terrible slog and I could never win.  Now I consistently have wins, or close games.  The most important factor, I think, is knowing that you can win, and knowing what to expect and planning around it.  

My advice:  Try starting with the most powerful team you can think of (Legacy, Team Leader Tachyon, Skyscraper, Tempest, Chrono-Ranger, for some examples).  As you start winning games, start replacing the members of the team with lower tier heroes one at a time, until eventually you can play random set up games.  You'll still lose pretty often, but it won't be nearly as bad.

If you've got the foil hero collection, try the Freedom Five as their F5 variants versus the Vengeful Five. I'm pretty sure that was my first Vengeance game, and it was a blast. :D

Another strategy I tend to use in Vengeance mode is to play Ongoings that I don't intend to use, as buffers against destruction.  As far as I can recall, there aren't any cards that destroy all of them, so sacrificial ongoings are super handy.

This makes Anvil and the card Hammer & Shield bigger targets as Anvil doesn't not get this DR.  

I'd echo a lot of people's comments so far, especially about quick AOE damage being very important. 

In addition, there are some really tough Vengeance villains that really ramp up the difficulty, and if you play with random villains you are liable to hit some of them. As a comparison, say you had Gloomy, Ambuscade, Iron Legacy, and Kaargra and you pick 2 at random to fight. Only 1 in 4 of those games would be easy. So if I want an easier Vengeance game I do random but then re-draw the tougher villains. 

Emphasis added.  If e.g. Advanced Ermine is wiping ongoings and equipment, have her take her turn first so that she whiffs on the first turn, which is obviously a hugely different result from e.g putting her right after PW Argent Adept and having her kill both his card play and cadence flip at the start of her turn.  Or putting Tempest right after Baron Blade in hopes you'll be able to Stratosphere Impulsion Beam.  Whether you're intentionally stacking order in your favor or not, the interlaced order of hero and villain make a huge difference in outcomes.

I have a very difficult time playing without Argent Adept, and have won a good number of Vengeance games using him.   

I play Random a lot, and honestly, I usually find Vengeance teams to generally be harder than most of the difficulty 4 villains. Not accounting for Advanced mode (I never play Advanced with random), I find Chairman gives me the most trouble, followed by Vengeance teams. Sure, sometimes it'll be a team of low difficulty villains that can be dealt with, but more often than not I just find team villains to be overwhelming in a way that doesn't make me think "Oh, I should have done this instead", but rather in a "Well, I never really stood a chance" sort of way.

Also, because setup takes so much longer, I almost never play them with the physical version- shuffling 5 to 7 decks is enough as it is, shuffling 8 to 12 is a lot of extra work I don't want to go through just to play. That being said, I am much more willing to play them in the digital version.

That's the reason that I never play a 'solitare' style with Vengeance. Every player is responsible for a hero and a villain, suffling and up-keep and all. Makes thing slightly easier if you divide up the bookkeeping. :)

But if I want to play by myself, then the videogame is perfect.

While Unity can be tough to play in Vengence, Stealth Bot can be one of the most powerful defensive cards in that playstyle as there are so many villain cards that do 1 point of damage to multiple targets and Stealth Bot just neutralizes all of it (and can't be destroyed by cards that wipe hero ongoings or equipment).

Like others, I found V-style difficult at first but then easier over time as I learned to prioritize targets. It's amazing how quickly the tide can turn in those games once 1 or 2 villains are eliminated.  Also, it's easy in V-Style to lose sight of the forest for the trees, by which I mean that there are times when the best strategy is to ignore all of the little targets that are being a pain in your side and take out the villain whose play area they're in - I've found Sgt. Steel to be easier when I just focus all my damage on him rather than trying to take out all of his agents.