Basic Attack Bonus vs Armour Class, Health vs Damage, Effort vs Effort
A very emblematic problem of running in place in Godbound can be seen in Basic Attack Bonus vs enemy Armour Class. Every level you add +1 to your BAB, meaning it is easier for you to hit your enemies. However, as you naturally progress through the game, you will be encountering enemies with lower and lower AC. So you might start off with BAB of +1 attacking an enemy with AC of 9 (total +10 to hit) and end the game with BAB of +10 and enemies with AC of 0 (again, total of +10 to hit).
This perhaps ties to the inherent problems with D20 systems - the variance of a roll is really too big, so you can only have a "sort of fair" dice results in the middle of the scale. Rolling +5 to hit feels fundamentally different from +10 or +15, so you can't let the players move too far off the middle of the scale without running into really un-fun scenarios ("both me and the enemy only hit once every 5 rolls, wee...").
It's a similar deal when you're talking about Health vs Damage Output - you scale in how much HP you have, and enemies get more attacks, more Straight Damage and so on. You might be getting stronger, but enemies hit harder too to keep up...
Same deal with the Effort economy - you can power more Gifts the higher level you are, but the main enemies you are facing will usually have a similarly higher Effort pool to wear you down with.
Inverse growth of magical competency
In Godbound, you have a lot of Gifts that let you do some cool things - mind control people, become invisible, etc. However, how competent the character is at doing those things is outside of their control really because they never get to roll - the roll is always made as a Saving Throw by the enemies.
Say, you are the sneakiest sneak thief of all the land. You have a Fact of being from a sneaky race, and another Fact about being a sneaky thief. You have the Word of Deception and you hit your Dexterity cap of 18. How good are you at sneaking? Well, if you use Walking Ghost, enemies roll a Spirit Save and that's how sneaky you are.
Now, what if you were a Godbound of bells and whistles, clad in full plate armour and coming from a race of sentient accordions? Well, if you happen to have the Word of Deception and use Walking Ghost - it's still your enemies' Spirit Save.
There is no way to become more competent at sneaking by your enemies, other than the shifting definition of a "Worthy Foe" (which is based on your level vs enemy hit points). However, as the game would naturally go up in scale, you wouldn't be facing off the same mortal guards with a crappy Spirit Save, but instead progressing towards some supernatural critters with way better Saves.
Non-magical competency might work a bit better, but usually that would involve taking a Fact to get +4 to roll or upping one of your Attributes for a simpler Attribute Check roll.
This means as the game progresses, you are getting proportionally worse and worse at being competent in what you do (in relation to the stronger threats you are facing) and there is no way to boost that.
Falling behind on the treadmill
While it might be bad to be running in place, it can feel even worse when you begin to fall behind because you decide to focus elsewhere. Say, if you are a non-combat character you might be so-so at kicking butt early on, but if you decide to continue focus on building a character that's not meant for combat, you might find it impossible to keep up when the bigger baddies show up.
The game seems to be focused on characters being at least somewhat combat-oriented, with a lot of options for maxing out damage, avoiding damage, or dealing damage in a new way. However, if you go against an opponent that dishes out a lot of hurt and you can't negate that damage like the rest of your party, you might go down in one or two rounds.
If you don't scale at a similar pace in combat as the rest of your Pantheon or the enemies you are facing off against, it can feel pretty bad to fall behind...
Actual character growth - versatility
One area in Godbound where some actual growth happens is the character versatility. Every level you buy more Gifts, which usually means you can use them more readily and more often, allowing you to overcome a more diverse range of problems. This might not translate well into combat, but gets really handy for everything else.
Conclusions
My GM often says something to the effect of "There is no difference between Level 1 and Level 20 dungeon diving in Dungeons and Dragons - the numbers just keep getting bigger", and that seems to pretty much hold true for Godbound as well. The player characters' numbers are getting bigger, the enemy numbers are getting bigger, the scale might be grander, but the game is mostly the same.
Hopefully there will be variation in the form of greater breadth of abilities. A level 20 wizard has additional tools to solve or circumvent problems, like Scrying and Fly.
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