I stand by it, if you're not prepared for exhaustive (and exhausting) problem-solving then don't start down this road, try something easier like Philosophy or bear-wrestling.
Have you written a maths textbook? Do you know how arbitrary some of those
exercises can be? Most textbook writers cobble together sundry, some of which have only
the slightest relevance to the chapter at hand. Maths generally is a
leisurely pursuit, particularly when "self-studying", and will not require
slavish turning of all stones.
I agree with you. Doing everything is not always the best option for many people. If you can do it, great. But sometimes it's better to just do the most important exercises that are the most mentally stimulating and interesting, rather than invest time in the less interesting ones.