It's usually because the heroes themselves don't make the greatest decisions, and are brought down by their hubris, among other things.
However, some heroes, like Oedipus Rex, suffer because of circumstances that are out of their control.
It varies slightly depending on the Greek hero, but it can be said that they usually aren't the most reliable people when it comes to making great decisions for themselves.
Hope this helps, let me know if you need more info! :)
