They're legendary Pokemon.
Legendaries are supposed to be very, very powerful. There are of course exceptions (looking at you, Phione), but for the most part, they are beings of extreme power.
If two legendaries fuse, their powers also fuse. This was seen with Kyurem and Reshiram/Zekrom. Black/White Kyurem harnessed the powers of both ice and electric or fire, depending on which Pokemon you chose to fuse with Kyurem. So how does that relate to Calyrex?
Calyrex is immensely intelligent, as stated several times, and further backed up by the fact that it's a Psychic type, which tend to be quite smart. Its steed, be it Glastrier or Spectrier, are both immensely powerful physically, as stated numerous times and shown in their stats. If you fuse a being of incredible intelligence with one of extraordinary power, you're very likely to get a massively powerful creature, which is very clearly the case with Calyrex's fusions.
That's the in-game explanation. From a business decision, Game Freak probably just wanted to reward players that bought the DLC with an incredibly tough Pokemon to use.
Hope I helped!