I agree too. Pes5 Is my favorite football game, followed very very close by FIFA 16.PES 5...
First of all, I've said it before but I'll say it again, it is THE best footy game ever made... still. Having said that, I agree the attacking AI can lack a little oomph at times in ML. Interesting if it is different in other modes.
What I do to combat this and to raise the difficulty generally is to curtail my ML team in terms of superstar players. Basically, I don't have any. The teamwork thing, as @BluesyShrimper says, does have an effect as does the annoying fact that you rarely get transfer offers for your own players in ML other than for the defaults when listed.
I have a ML going at the moment with a strict 400 point wage cap. I have started with the defaults and any player who dares to want more than 400 a season for a new contract is out. Likewise, I limit myself to only signing available players (youth and unattached) for a wage of 400 or under. Maximum swayed size: 23.
It's a shame to have to do this but I've found 'house rules' necessary to make just about every PES down the years more compelling / challenging in the long term. The 400 rule above helps break down that team chemistry that builds up even with the defaults.
But I'll say it again, I do a regular flip-flop between all the PS2 era PESes, PES 2010-2015 on the PS3 and some PES4 era PES too, and PES 5 has still got it. It's still the best.