The problem is the language culture and what is idiomatic. I write Python in my day job and while I could certainly write immutable data structures in Python and code in a way that treats data as immutable, it would be going against what is idiomatic in the language, which means that it won't play well with libraries and that my coworkers can still trample over my data without my knowledge. That is, the language gives me no guarantees whatsoever that my immutability is actually respected and that other code somewhere else that I did not write (either application code written by a coworker or library code written by a stranger) respects the immutability.

I find this argument similar to asking why bother writing in any high level language when you can implement the same things in assmembly. Hell, why don't we all just program turing machines directly?

Languages carry a lot more with them than just the features - they carry idioms and culture and community trends. All of these (and even small syntax differences) influence how we think about problems and how we create and structure solutions. They also influence how my code will interact with other peoples (and theirs with mine).