That's what makes it a good feud. It'd be just like UK Galvatron, one of the most powerful Decepticons ever (Beats up combiners with his bare hands), wrecking Ultra Magnus time after time after time, yet Magnus always making a good accounting of himself.
Gorgon represents that one guy Shang can't beat, making him up his game trying, and trying, and trying. Maybe he never wins, or maybe he has that one lucky day where he knocks Gorgon off a cliff (He'd be fine, but Shang could successfully protect a target or something)
He's Juggernaut to Spidey. The Russian to Shang's Rocky. Yokozuna to Bret Hart.
Hero vs The Terror.
And when it comes time to end the feud, it's not a stretch for shang to grab that sword, or some other plot device. (Or even die a heroic death?)