Why Transformers fail at Time Series. Why do simple models beat Transformers at TSF

When they were first gaining attention, the world lost its mind about Transformers in Time Series Forecasting. Unfortunately, Transformers never quite lived up to the hype. So, what went wrong?
To quote the authors of, "TSMixer: An All-MLP Architecture for Time Series Forecasting"- "The natural intuition is that multivariate models, such as those based on Transformer architectures, should be more effective than univariate models due to their ability to leverage cross-variate information. However, Zeng et al. (2023) revealed that this is not always the case - Transformer-based models can indeed be significantly worse than simple univariate temporal linear models on many commonly used forecasting benchmarks. The multivariate models seem to suffer from overfitting especially when the target time series is not correlated with other covariates."
The problems for Transformers don't end here. The authors of 'Are Transformers Effective for Time Series Forecasting' demonstrated that Transformer models could be beaten by a very simple linear model. When analyzing why Transformers failed, they pointed to the Multi-Headed Self Attention as a potential reason for their failure.
"More importantly, the main working power of the Transformer architecture is from its multi-head self-attention mechanism, which has a remarkable capability of extracting semantic correlations between paired elements in a long sequence (e.g., words in texts or 2D patches in images), and this procedure is permutation-invariant, i.e., regardless of the order. However, for time series analysis, we are mainly interested in modeling the temporal dynamics among a continuous set of points, wherein the order itself often plays the most crucial role."
To learn more about their research and Transformers in TSF tasks, I would suggest reading the article below.
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I'm trying to develop a simple transformer architecture neural network to predict a 'line', but it doesn't perform well on data outside of the training set. I'm not sure what to do. Sometimes the network fits the training data well, but it's unable to generalize. I also tried using an LSTM, but the same issue occurs. What can I do? Keep in mind that I want to use the network to train it with different data, so the 'line' is my starting point