>>725120929
I'll play Devil's advocate and this is as someone with very limited logic on the "lore" so I'm probably wrong about some things here.
But with Jyggalag, he was invading the Shivering Isles, which is Sheogorath's realm. Daedric Princes I believe are the most powerful in their own realms, so since he was invading a realm that technically isn't his (since he's no longer Sheo during that time) then he's not at peak power.
The main reason he steamrolled every Grey March was because the realm never had a Daedric Prince there to contest it, since Sheo would always turn into Jyggy, conquer, then return as Sheo and rebuild. This time, the player was able to mantle Sheo, becoming the new Prince of Madness and had the full backing of the Shivering Isles, which is why they were able to "slap" Jyggy and stop the Grey March for good. Now Jyggalag can remain as Jyggalag and fuck off somewhere else.
As for why New Sheogorath had an easier time beating Jyggalag than the other Daedric Princes did, is because I assume his Prisoner status and all the wacky paradoxical stuff that comes with that ontop of being a Daedric Prince now.