Erwin got an entire arm chopped off and he still ended up being the most useful of the lot in the last titan fight.
Levi also still managed to beat down Annie. It doesn't mean it wouldn't be smart to take him. They should have better demonstrated how hurt he was though, like they did with Mikasa.
On another note, in the opening we see someone turning into a titan and causing an entire village to disintegrate. Is that the colossal titan transforming? We see him destroying a huge cliff afterwards. That wasn't in the show either
It is anime show. What you see in the opening, is completely made up.