Right, and it's also not something naturally in the human body. But sugar is also an insecticide when you cook it into a jam. It doesn't really make me comfortable with giant lizard poison
And the gila monsters have their own circulating serum levels of exenedin-4. It's produced in their salivary glands - it's a component in their venom, yes, but they also ingest it themselves, particularly when eating.
But these are fundamentally analogs to our own hormones that have been tweaked to increase desirable properties. It's not like we isolated some random compound that our body has never had to deal with before. (Not that I think that that would necessarily be an indicator we shouldn't use it, either. I don't see why any of this is a strong argument to you, even if your understanding was correct.)