I have never understood why some people and games feel the need to keep score and have a winner in a cooperative game. Either you beat the villain or you didn't. You don't need to have a winner.
I gather that the reason (in this case) to have it be competitive is to better hone the player's skill through adversity:
it's cooperative so you can't go head-to-head with someone and get better at the game by seeing 'what's possible' (the way I learned Dominion).
I disagree that having head-to-head battles would be the way to get better at the game. It'd be such a different beast with modified cards (for example, villains don't have Equipment cards, so can your hero trash an Equipment card instead of an Ongoing card?), that any tactics you learn from fighting the heroes likely wouldn't work in a regular game. That'd be like playing a solo game of Dominion with Sea Hag and practicing getting five Provinces in 12 turns. When you then play a regular game of Dominion, you're going to get skunked.
The best way I've found to get better at Sentinels is to keep playing it. I might even suggest playing the same hero a few times in a row, though that doesn't match my play style; I go all over the board. Watch other players to see how their heroes stack up. I always try to talk new players out of playing Absolute Zero or Bunker at first, though Bunker is more newbie-friendly than AZ. But when you see how those heroes work, then you do get better. You know what cards are in the deck and can work to drawing those cards when you're given the chance to manipulate your deck.
Knowing the villains' capabilities helps too, though I tend to play with some degree of ignorance; I never read a new villain, which usually ends poorly for us since we don't know the optimal way of beating him.
And when you think you've gotten the hang of the game, start playing the advanced rule of one or both sides of the villain. They can really make a game more difficult (or longer, in the case of an advanced rule that says the villain takes less damage, ugh!).
