Sorena Ali Madadi showed why he is feared on the counterattack, breaking through in the middle and scoring for Princo after 35 minutes to make the score 4 - 0.
What does it mean?
First, we must assume that Sorena Ali Madadi is feared, in whatever sport this is.
Showed why he is feared means that he proved to everyone that they should fear him, because he is good at the sport that he plays.
The on in the sentence is not really part of the phrase, but is actually just a preposition attached to the counterattack. A counterattack is an attack made to offset or reply to another attack.
Note: The other players/fans are not afraid of him in the sense that they fear for their safety, but rather they know he is a good player, and that jeopardizes their chances of winning, etc.