I think I disagree. The problem, however, is that Rhodes has a very obvious "plan" that can lead you to make bad estimations of what are your best options.The extra shields can lead to cheap wins, but if you can't have them, you can always abandon your wonder completely, which is always an interesting option with any wonder if you don't expect much from its power or if you are very late on ressources.
Also keep in mind that the game is extremely random (which is why I don't play it much personally) so the only way to really assess that kind of thing is to gather enormous data and eliminate all sorts of biases. It's hard to to !
In all 7 wonders collection, war has always been the hardest mechanism to completely figure out. I don't know much about this particular version but I expect the same as in 7w and 7wd : understanding the dynamic of war is one of the major differences between average players and good players. That could explain your feeling : Rhodes might just be very hard to play (I know it kind of is in 7w, especially against good players).
