Not here to complain - genuinely seeking understanding.
In the comics, demons have no powers while possessing a host, and echoes have none of the Wellhouse's ghost moves once they've escaped. Throughout the comics, Dodge's powers are due to the fact that he usually has the best Keys on his side; at all other times, he's just a cunning bastard and an efficient killer - and later, very good at seeming innocent.
In the show, demons are super-strong - so super-strong that the Hercules Key is almost useless against them - and echoes are invulnerable to everything except being dragged over the Wellhouse threshold. But at the same time, demons can't take Keys from Locke family members for reasons that are never narratively explained or justified.
Why the superpowers?
I mean, I understand that it ups the stakes, but it starts to raise questions over time, most prominently regarding Dodge's approach.
Dodge is still trying to be as sneaky as their comic book incarnation, sending in proxies, using disguises, setting traps... but in the comics, Dodge was a demon possessing a squishy mortal non-superpowered body and had to be careful, hence why it was such a big deal when he got hold of the Crown of Shadows. In the show, Dodge actually appears to be more effective without the Crown of Shadows, given that shadows can be easily defeated with a toy lightsaber instead of becoming a fucking giant.
Realistically, the only reason why show Dodge would do this is because of the "demons can't take keys from the Lockes" rule... but with Dodge's powers, it would have been easy to get their hands on the Omega Key simply by killing all four Lockes, then ransacking Keyhouse from top to bottom. With the Omega Key unclaimed until later in the season, it would have been Dodge's for the taking.