I know his damage is not the best there is, even more so in late game since he is mostly built as a tank. But I find him to be quite useful for a range of things other than killing enemies. For example, my favorite thing to do as Sion in top late is to rush Zz'rot first, then get tiamat. When these are done, you just lay zzrot behind tower, and farm. If your lane opponent leaves, you just shove it and gank mid or bot with ulti, then return to lane with TP.
Then go into Titanic Hydra, and tank items to follow.
In late game, its all about spliting a side lane with zzrot then forcing a teamfight with ulti. If you farm proper with Sion, usually, Titanic will give you that extra damage edge you need, and more so, When Zz'rot kills a minion, you get the gold and passive HP stack from it.
Sion also is a late game super-tank. So early is not supposed to be easy for him, but that doesn't stop you from being dominant. Maxing E really stings the enemy and helps counter shoving.