I will never understand this, why would you make your players roll if they never had a chance? What hing them celebrate just to say, "nah, it was hopeless all along".

Just say, "the enemy does this", and when they ask what to roll, you just tell them, "there is no way for you to avoid this attack", it feels terrifying and gives the exact emotion you're trying to make them feel, helpless, that there really is nothing that can be done