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.