Mythra's heals are not guaranteed. I've had situations were RNG fails me and I don't get much needed heals from Critical heal builds. It's not consistent.
Nia's heals are far more potent and on top of that, they are 100% constant. She also can achieve a +50% Block Rate, and you can give her Ultimate Shield. So that's 25% to take no damage from an attack, 50% to Block the attack and heal back what little damage you take, and 100% heals at a constant rate.
Stuff like evasion builds also requires other Blades to work. What I do with Nia here is a True Solo - no bonuses from other Blades, and no other Drivers to help.
In a full party situation, Nia handles healing for you on her own so you don't waste an accessory slot on your other characters on the Crit Heal, and can just give them more damage boosting accessories.
Also, DPS doesn't matter unless you're a speedrunner. The actual objective of Challenge Mode is to collect as many orange cubes as possible, and Nia allows you to take a break from fighting to grab those really safely.
Hmm...
Alright, I tried out evasion build & critical healing build on the challenge you show in that video with Mythra only and no other blades.
And I admit, I didn't win any of those try.
So yeah, you can't just win with Mythra, I give you that.
However, despite my failing, I still did reach wave 3 on two try and removed a good chunk of health to the boss before dying.
So while Mythra can't solo this challenge if luck or if the right equipement is on her side, she still can do quit well on her own. But I give you that that evasion built are better with blades on your side, so a true solo Mythra could be impossible. (I say could because, heh, I'm not an expert I admit)
Tho, while reading your post, you did mention a full party situation, and here, I'm like:
"...but while you choose Nia healing over say:
-Shulk evasion, damages buff & Vision?
-Fiora critical health buff?
-Dagas ridiculous damages & AOE buff? (if you want to do a DAMAGE party)
-Infinity Fan healing on Morag, increase evasion for her & chance of blowing down the enemy while keep the aggro on you thanks his skill?
-Kos-Mos making you take less damages while dealing more in the process?
-Corvin stupid evasion buff & reload art that, while combining with Zeke, make Zeke basically a god a dodging, damages & aggro thanks to his 1 evasion art?
-Elma overdrive?
-Whatever broken stuff you put on Poppi QTr?"
Like, on their own, those skills aren't all the greatest, but combined with each others, those skills + good core + critical healing can make the need for a healer who is top tier at her job kinda of redundant.
Yes, Nia can do her job just good, but using any of those blades alongside other blades (Like Fiora + Mythra or Shulk + Brighid (who is a better evasion blades than Mythra, I that I should have point out)) can do what she does + other stuff in the mix. (Inf. Fan can heal, take the aggro and avoid just fine with some preparation on Morag, making you able to put better equipement to deal more damages for your allies) Those blades undermine what Nia can do in a full party setup, especially if you want to deal with the harder challenges, Nia could be replaced by someone else who can buff the damages party to end a fight faster (ending a fight faster is always a plus imo.) What top tier healing serve when I can't get hit at all or the damages I take so small anyway? A decent healing blade who can do other stuff can do the same job just fine, like, again, inf. fan.
Also, getting as many orange cubes as possible is really easy on some challenges (hi Chickenheart Challenge) , and if you don't get them all, being able to finish a fight faster and retry again is much better. (that, and the fact we are talking about Challenge Mode make me think that, outside of said mode, all of Nia advantage are again overshadowed by others blades, since the superbosses can be stomped on with little problems on any setup you have, Nia can tan, heal and as unique arts, yes, but those 3 points don't make really want to use her outside if I did for the lolz, and alot of blades can go YOLO on superbosses without problems with the right full party setup, so it's more up to your preference there)
Brief, maybe I am too harsh on poor Nia, but my 500~ hours on this game made me to use Nia and less and less as time goes on. I just have too much fun and better result with others blades, to sacrifice one of them to put Nia on my team, feel like more of a handicap imo and let's not go over on Nia as a driver, because there, oh lord, she really have big problems.
Double brief, yeah, I indeed suck at video games, but Nia is still the blades I wouldn't choose if I wanted to get good result, outside if I am playing just for fun.
....Tho, alteast she isn't as awful as Dromarch. 'not sure if that's a compliment or not.