Ah, perhaps true on an *individual* basis with a lot of people, but it's a simple fact that due to the way the numbers and reality work out, if a group of fifty to 100 people want to kill an exalt or two, particularly a recent one, they very often *can* and because of this people with a lot of political thrust, numerous hired guards, and so on, still have to be dealt with, and one isn't free to run around and just destroy any town they come across, and so on.
Massive world shaping artifacts removes any need to even pretend to be polite to entire *cities* of people, if they're truly world shaping and so SUPER as to have so many people out after them, and while I like the idea of being the movers and shapers and so on in the world, I'd like to still have to interact with the people of the world and so on in the process rather than eclipsing them and being able to count the number of people that matter as other exalts, the Fair Folk, and powerful gods and demons, and not even all of them.
Additionally, ignoring potential stat penalties, a heroic mortal with 50 years of sword mastery and so on might actually be able to menace an Exalt, Mortals are permitted to be capable of quite a bit, so long as they're heroic.