Monsters are over powered, and they cheat. they shoot thru walls, they know I'm there when they can't see me, they can do things I can't (like attack of opportunity-they get when I don't and should. And I'm ALWAYS outnumbered.
I'm guessing you've either never played D&D or your DMs have always been nice people. My DMs have always tried their best to kill me, and many times they succeeded, but they almost always follow the creature's stated abilities. Sometimes, those abilities seem OP or completely unfair, but it wouldn't really be any fun if you ALWAYS win, would it?
As far as them knowing where you are immediately, I'm in agreement with you. It seems like there are some features in place that kind of limit that (for example, if you do the goblin fortress the right way, you won't pull the whole thing at once).
Shooting through walls is something I haven't seen. They mostly seem to be obeying the laws of fair play in that respect in my experience.