I don't think they are unlucky. They think they are brilliant at playing the FA market, and have a set price to pay for player performance. Those prices are under market value for the best available players, and overmarket value for past their prime players. Sox budget 18 million for top position players, don't get them, then see productive, mid-30s DHs and say "holy crap we can get them for $14 million? That's a way better deal!"
"$10 million for Escobar? We could get 34 year old josh harrison, who just had a pitiful second half, for half that! And he'd be 80% of Escobar!
You can't really do negative numbers, but lo and behold escobar will be multiples more valuable than Harrison, who is another player unlikely to see another contract.
"Sheesh, why pay for that guy when we can get 80% of him in Jon Jay?"
Jon Jay's career ends.
Back in the 2000s they were actually very good at this. They found veterans with years more life. But whether it be velo, or steroids, or whatever, the aging curve has either been stiffer or teams are smarter who they prevent going to FA. The sox still shop like it's the 2000s.
They are also just very bad at mlb scouting. With most teams with a Reese McGuire/Seby Zevala being ahead of Carlos Perez to start the year you'd say "well he's not as good/isn't ready". With the sox I'm assuming he's an all star.
They probably could outsource all of their scouting to a baseball america subscription and be better off / have way more money for other fun stuff.