People usually say that in the context of the vanilla Standard Model. So far, experiments say we don't see right handed neutrinos and we also don't see lepton number violation. So we can't have masses there. This stuff only works if you start with the assumption that the Standard Model is an effective field theory and introduce higher dimension operators. Or if you go full BSM. The most simple expansion of the standard model that allows for Neutrino oscillations precisely needs them to be (pure) Majorana particles. Though that doesn't explain their weird masses as you say and the more complex expansion that results in seesaw (which adds a Dirac mass) seems a bit more natural. So your argument is mostly a case of missing context.