It should be this way. Ranged weapons are FAAAR more dangerous than melee weapons. Champions shouldn't be impervious to them, because arrows and bolts move fast and can go through armor. Hell, Achilles was taken out by a few arrows, and he was supposed to be one of the greatest of his time
Ranged has some advantages that melee weapons don't but they arn't more dangerous (Since during this time period... Calvalry was the Ace in the hole).
Achilles also was supposed to represent young foolishness... So him dying by being struck several times (Remember he didn't have ANY armor on...) wouldn't make a difference if it was arrows or Swords... Arrows were just used in the Poem because they are less personal then a sword.
The problem comes with the fact that for a very experienced Adventurer the only way they can die other then huge monsters... Are inept archer/crossbowmen who seem to be able to home in on your vital organs and strike your eye, kidney, and brain in one shot while you would be lucky to block even one arrow and only if you used a shield. (This is ignoring the mass of cheating a lot of people do with holding 200 shields). Then you see that your Super Human Stamina, dexterity, and speed are all but moot against these tiny arrows as well as any armor you have suddenly turns into expencive decoration
It is kinda suckish if you can walk through armies, slay dragons (Whos firebreath is easier to block then arrows), and survive having your legs chopped off by will alone... if you can be stopped by any Joe Shmo with a bow and arrow. It isn't all that Dramatic... I mean... Isn't there tons of stories about characters who have hundreds of arrows stuck in them? Or who with a single swing of their sword deflected whole battalion of Archers?
Though it isn't the only thing in the game that is too powerful it is one of the more glaring problems.
To put it simply... The Bow and Crossbow function in this game the way Id think a Military Class Rifle with Armor Peircing holopoint Rounds would.