I don't know what you're doing wrong. My melee are absolutely beastly. Mobility isn't an issue with Phoenix Dive and the charge move. Attacks like Flurry just flat out kill an enemy in one attack. My melee does at least 60% more damage than my wizards. I'm running two knights + two wizards, btw. My knights definitely contribute the most damage. Spec them for defense a bit so they can survive some attacks.