You're not wrong - generally you have to face retaliation in game.
We have a couple of Stratagems - Fire and Fade and the Cult of Strife one that allow attacking and withdrawing.
Other than those, your relatively slow opponents will get a chance to retaliate.
There are tactical ways to use that speed, particularly if you can put a large part of your force against a small part of theirs, you get a chance to crush that part of their army, and then perhaps they aren't in a position to retaliate fully.
This is one of the many cases where fluff stories don't entirely match how the game plays.
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From a midnight sky, there is a searing flash, a boom, a brief moment of destruction, and then it is gone.
Kabal of Lightning Strikes - Project Log
Drukhari damage output analysis