I would think SC2 is harder than Dota 2. In Dota you control 5 units while SC2 you can build hundreds.
But because the agents were all trained together, they kind of operate as a unit.
Coordination
OpenAI Five does not contain an explicit communication channel between the heroes’ neural networks. Teamwork is controlled by a hyperparameter we dubbed “team spirit”. Team spirit ranges from 0 to 1, putting a weight on how much each of OpenAI Five’s heroes should care about its individual reward function versus the average of the team’s reward functions. We anneal its value from 0 to 1 over training.
(I never played dota2, that's all I know about the game ;)