@dexdoujinmanga It's not explained clearly in manhwa, but at least strongly hinted in the novel - but there is something like "the path of hero". It's not tangible, but rather breadcrumbs trail made of quests, fortunate encounters and powerups, that, if followed clearly, will lead one from royal castle to easily defeating Demon King (but takes 10 years).
Why it exists will be revealed in the future, but basically, high evaluation of Sieg is a result of him being the type to blindly follow the rut (which is something teaching staff appreciates immensely - because it lets them be lazy), while MC strayed in first run (which actually resulted in his experience being way crappier than intended) and downright avoid it in subsequent runs.
As to why he refuses to follow the way he knows leads to success - it's because it takes 10 years. MC finds that absolutely unacceptable.