Remember, Alessi got beat up by a (admittedly badass) eight-year-old. Eight year old Dio beat up large dogs, played boxing at a level above his age, and was committing murders before he hit puberty. Hell, Alessi could barely handle a 2-year old baby with a toy sword in a small room.

But Alessi is a coward that only fights kids and Dio is a manipulative vampire that just his presence is able to make anyone crap his pants.
Also, flesh buds, Dio can use that too.