If you let Nightmare get access to the artifact shop and if your AI feeds them a bit of gold, you can forget about killing some of them. UB becomes an absolute monster on with his cheats and artifacts. Sedna doesn't hurt so much, but she'll never die because Nightmare gets a crazy health regen bonus on top of her auras and skill, and she'll also have a ton of armor to boot so your 500+ weapon damage on paper will be doing 150.
If you see your friendly AIs die a bit much, try to make sure you don't give those nightmares access to the artifact shop
They may be stupid tactically, but if all of them are barreling down your citadel you don't have much choice but fight.