The only reason why Grievous escapes so often is because of Plot Protection. If he didn't appear in Ep3, they'd have killed him off already. That's all it is. For such things like Vs debates and so forth, that won't cut it. He doesn't have the Plot keeping him from being offed. The same can be said for Malgus. He may not get to stay as the "Emperor". Here, Grievous won't have to wait for Obi-Wan to smoke him. And has been said before, Malgus has other Sith on his side, including Darth Serevin.
I don't understand how plot protection is a valid argument.... Everything is about plots.....
Saying that a character lacks an ability and only shows it because they need to in order for the story to continue is like saying Luke doesn''t really have the Force but to keep the story going they let him use it.
Plots exist for a reason, and that's to show off the characters abilities and strengths/weaknesses WHILE the story continues.
Malgus would not have survived a grenade to the face as well as being buried under a montain if not for plot. If he did not appear in The False Empoper, he would have been killed before the game even started. So if Grievous isn't an escape artist, Malgus isn't a juggernaught.