It doesn't work for nearly as many people as GLP-1 agonists do. There are many different treatment methods that have been tested and evaluated, and being told to diet and exercise through therapy barely works at all. GLP-1 by contrast works very well.
> At some point, we may find that these drugs cause long-term health problems of their own, too.
Almost sounds like wishful thinking on your part -- you might want to stop and consider why you're so invested in these drugs having long-term side effects.