Mages are, wizards aren't.
They're mortals with the ability to see how the world works and to touch the forces they see there. The root for DF magic is more cunning folk than cultivator. They can do amazing things, but fundamentally they do not assert themselves over reality, they exploit supernatural forces and rules to move things around.
A mage could make fire appear from nothing, but Harry pulls on the magical echos of emotions and turns them into fire. He's an engineer playing with physics+, not bringing his own from home.
On a game balance level there's still the issue that everything about them is written on the presumption of paradox being a factor, including the ExWoD stuff detailing cross system interactions.
The actual system that would enforce the risks you're talking about on some level is effectively gone. Sure the laws might drive you crazy, but that isn't a deterrent to the people willing to go that far in the first place in comparison to reality making you explode as punishment for tweaking its nose.
The point I'm making isn't exactly scale so much as scope.
Nothing I've said precludes McCoy throwing around any amount of force, but there's a difference between pushing around a lot of energy and being able to change the rules about how it works.
The ascension rituals seem like good examples of the difference.
Those rituals were designed around exploiting the properties of specific spirits and conditions to allow a wizard craft a mantle. It's a mega project of ridiculous scale, but not one a mage would need to perform. Mages have avatars, they're already aspirants on the road to ascension over reality. They'd just put that same effort into walking the path before them instead.
Kemmler developed a process for constructing practical Dyson Spheres. If a mage drinks their milk and eats their veggies they grow up to be a star.
Both of those parties can fry people with trivial ease, but in the situations where the difference matters it really matters.
