I would argue that historically, stealth games have you underpowered and weak, so as to you having to be stealthy to avoid death and punishment, not "fun" (I really don't like this definition).
This changed more recently with games like Dishonored, Mark of the Ninja and Deus Ex (to a certain degree). I think their trick was to have you still be vulnerable, but also powerful if you're using your abilities well. A high risk, high reward type for the attack part of the gameplay and a low risk, high reward for stealth, so that it's still mostly the way to go. But now you also feel like a badass if you fought your way out of a tight scenario.