I think they're just fine. Once super lords reach combat they can often rampage around with impunity. Add to that their speed, terrain and the many ways to thwart warmachines and you don't really get that much opportunity to destroy super lords before they reach the relative safety of combat with their favorite targets.
They're fine as they are. In small games where they don't belong your opponent doesn't get that many chances to destroy them. In large games where they do belong you can play the target saturation game.