Not so much a myth as a narrow focus on specific situations.
As with the overly-optimistic projections – by virtually all the world’s leading air forces – for the ‘heavy fighter’ concept, in the 1930s, Göring’s wild enthusiasm for the ‘destroyer’ squadrons that would sweep all opposition from the skies simply didn’t match emerging technology…and always-changing tactics. The Bf110 was an extremely capable aircraft when used to its strengths…but was badly mauled in the BOB when it was used in the close-escort role which instead highlighted it’s weaknesses against more nimble single-engined fighters. The fact that both it and the Stuka soldiered on very effectively when used with better tactics (and where enemy fighter superiority wasn’t quite so dominant) shows both aircraft were sound, but that rather it was the tactical doctrine that needed adjustment.
(Precisely the same adjustment needed, I might add, to the idea of ‘flying fortresses’ being able to dominate enemy skies on their own, without the need for fighter escort…)