Because in Exalted, there isn't much difference between Cinematic and supernatural. For the exalted, the supernatural IS there way of doing things. Also, if you get the same ablitiy through 7 merit points/BP that it takes me essence 3 and half a dozen charms to achieve, then as a player I'd be pretty damned pissed. Especially since it barely stops you from using the rest of your points to also be a kickass dawn caste killing machine for deadly effect. (Especially once we get into stuff like discrete essence armor and the like).
Solars achieve the cinematic through the supernatural, because their powers barely appear or act supernatural at all (thats what you get Green Sun Princes for)
Stunts are basically supernatural in Exalted. The reason that they're free is because they take effort on the part of the player and generally aren't constant on. Having it be constant, no cost, no effort is counter to that idea.
And what exactly do you mean by cinematic setting/heroes? The phrase doesn't seem to have a clear or specific meaning.
Perhaps my terminology is indeed unclear, particularly when encountered without clarifying context. I'll try to explain.
'Supernatural' stands for something that relies on outright magical, psionic, a superpower etc. 'Cinematic' stands for over-the-top ability that is nonetheless grounded in the possible, perhaps hovering slightly above it; a typical way of achieving a cinematic phenomenon would be taking the best historical case of a realistic phenomenon, and exaggerating it slightly, and/or taking the benchmark of a best real attempt and assuming that most attempts at a task go as good as that, and/or assuming that it takes way less training and dedication than it would take in real life; that sort of thing. I'll bring contrasting examples of the supernatural and the cinematic:
The Terminator (Supernatural, from Terminator) vs. John McClane (Cinematic, from Die Hard).
A Cainite with Celerity (oWoD) vs. Lee Jun-Fan (real life, but if you slightly hype up his real feats, you'll get cinematic speed).
Professor Xavier (X-Men) vs. Dr. Lightman (Lie to Me).
Daredevil (Marvel) or a Cainite with Auspex (oWoD) vs. a mortal with Acute Senses or the first-episode Jim Ellison (the Sentinel); the latter is probably stretching it somewhat.
Chance Harper (Strange Luck) vs. Sydney and Nigel (Relic Hunter).
Reed Richards (F5) vs. Leonardo da Vinci (as depicted in Assassin's Creed and probably many other
fictional sources).
I'm not sure whom to oppose from the supernatural side versus Sherlock Holmes (as per Conan Doyle, but probably some of the films too).
The military history of real-life Audie Murphy seems to be one foot in the cinematic: apparently his autobiography film had to tone down his history to avoid people disbelieving it.
You can also approximate the cinematic as 'Stuff a Heroic Mortal does with Stunts'. Scroll of Heroes gave us ways to achieve it in a less flexible but more reliable way with some Merits (that sort of stuff is actually supported through Merit-like traits in some of the other systems, so it's not exatly a new outrageous idea).
I find it weird if Exalted, of all places, is incapable of supporting the idea of playing a Heroic Mortal of the likes of Lee Jun-Fan (hyped up), Sherlock Holmes, James Bond etc. That's kinda rough as far as granularity goes.