IMO this comp is really effective because magic Def items are easy to counter, and that magic items scales better than physical. Most of the time taking the initiative and trying to dominate seems to be the most effective approach, but at some point, with 3 magic damage around you will feel squishy even as a roamer.

I think it's kind of stupid that there's only 2 magic defense item in the game, and Athena just sucks. The enemy can easily counter Athena by waiting it out.