It's possible to hide exploits in so many places - consider the obfuscated C contests, or the trojans that have been found in SSDs, or that hack a while ago where someone compromised a RNG by undetectably tweaked the dopant levels on a chip.
It takes very little to swing an election if you're strategic, sometimes less than 1% of the vote, and having the head of a state owe you a favour (not to mention the blackmail material), is well worth compromising one or more of the people involved in the production of the machine.
To make a demonstrably exploit-free voting machine, you'd have to design and manufacture every chip yourself and write every line of software (including the OS) yourself. Not only that, but everyone involved would have to be trusted to not be bribed, and to not make any mistakes that could lead to an external exploit. That's completely unrealistic, so countries are essentially saying "it's OK if there's a possibility for someone to take control of our country through fraud, because even though we know for sure that it's possible, we don't think it will happen to us".
Elections are too important to let the fools and charlatans who say things like "unhackable" to have influence over anyone with the the power to make decisions about electronic voting machines. Everything is hackable, given the resources and the motivations. Gaining control of an entire country is sufficient to have both.