Fusions like Vegito, Kefla, Zamasu (fused), etc. never won. The only fusions that have ever won were the ones in the movies, that’s because they’re supposed to win because it’s a movie, but what about the show?
Not sure if you are talking about the fusions of saiyans only, because you mention Zamasu, who is the fusion of a saiyan body with a supreme kai. If you are talking about fusions in general, Buu fusions have won battles (the original fusion against Vegeta, super buu against Gotenks Buutenks against Gohan, etc.). Piccolo is a fusion and he has won battles (against Android 20 for example). Cell is a fusion and he has won battles.
Regarding saiyan only fusions, Vegito had totally the upper hand against Buutenks, he just let be absorbed for trying to save Gohan and the others. I think, and this is only my opinion, that they don't let saiyan fusion win for narrative purposes, because if they do, the original non fused characters would be useless I guess.
Mostly because the villains in the show are more powerful, and if they use more power while in fusion like against Zamasu, they ran out of time.
Even with Buu, Vegito was stronger, but being stronger than someone and beating them are two entirely different things. If both Buu and Vegito were to fight, the battle would initially be lopsided in Vegito’s favour with Vegito easily overpowering Kid Buu. However, the problem arises when the battle is prolonged. The problem with Buu is that he is extremely resilient. You just can’t take him down easily and the biggest flaw of Vegito is that he likes to toy with the opponents.