Not going to comment on the whole sexism angle of this discussion (just because I don't know enough about it to comment). But I will say, I can understand people being frustrated when a character is always bad at something, or is always failing in a story. Regardless if there is an explanation for why they failed, it just becomes an expected resolution and becomes tiresome. It's a very tricky thing to pull off with a character as well, as them constantly failing can take a hit on how much you can root for said character.
But there IS a distinction between a character failing for logical reasons, and failing because they are dumb or insufferable (so an example of this would be Korra failing because she's hotheaded or she won't listen to someone). There is actually nothing wrong with that either actually, but again it can be tiresome if it's a constant thing.
That said, I think the Gaang failed quite a bit too. Aang basically got taken out by Azula. Their plan on the black sun failed as well. There are other examples of Aang falling short and failing. The question is, was his failures more common? Did it happen more often? Maybe the journey structure (the episodic structure of ATLA) put enough distance between his failures, it wasn't as fatiguing.
I do think people are being too harsh on Korra with her failures in Book 3 (people are very hyper sensitive to her failing now). Hell I don't even think she failed in the finale. But I think that is a consequence of the writers making her so bad in past seasons, that people are now tired and just want her to be an awesome Avatar. The problem with that though, is that failure is okay, and there wouldn't be much conflict if Korra succeeded all the time. So I dunno. I guess I think this is a case where the past writing has now come to haunt the character.
Because as far as I'm concerned nothing she did in Book 3 really deserved scorn or harsh criticism. Whereas in Book 1 and 2, you could point a little more towards her terrible behavior as reasons for the failure. I'm not sure if this is just a case of fatigue, or if people are just being unusually harsh on her. But I'll agree that when I saw people criticizing her in the finale, I kind of found that baffling.