Scriptable objects are useful when you have certain tuples of data which you want to be able to maintain separately and assign to many different objects.
When each of the enemies in the scene has unique properties, then moving those properties to scriptable objects is unlikely to have any benefit. All it does is that you now need to maintain the properties of the same object in two separate places: The object in your scene and the ScriptableObject in your asset library. Having everything in one place will be a lot more convenient.
You also don't have much of a benefit when you can represent objects with different sets of properties as prefabs. For example if you have a prefab for each type of enemy which differ by their stats (among other things) then you can set these stats on each enemy prefab in the appropriate component of the prefab. Using scriptable objects gives you practically no benefit in this case.
ScriptableObjects mostly make sense when you want to reuse data between objects which do not make sense to represent with a prefab. For example, let's say you have 20 different enemies in the game and 10 different kinds of attacks which can be used by enemies. That means some enemies share attacks with each other. And maybe you also want the player to be able to use the same attacks with the same mechanics. In that case it might make sense to represent these attacks as scriptable objects so you can maintain them separately from the enemies and the player.