They have a history going back to the 1970s (50 years) and have multiple FDA approved brands going on 15 years now (Liraglutide - 2009 for the EU, 2010 for the US).
So sure - we're going to get the chance to observe effects that are very hard to tease out prior just because we have a large number of folks taking them now.
But the press talks about them as if they are well studied because... well... comparatively they are.
Basically - even if I agree that caution is warranted here (and I do), your argument can be equally applied to drugs like ACE inhibitors/ARBs, and insulin. Both are which are pretty compelling drugs.