Open warfare is rare. Most fighters patrolling near potential adversaries have complicated rules of engagement that give up their bvr advantages.

So you’re in your fancy fighter, patrolling a no fly zone, and you’re vectored to do a viz id on something that turns out to be a helicopter. Now you’re sweating it in case what could be an aid flight is actually going to fire an rpg at you as you pass, or if the whole thing is bait to bring you over aa or an ambush by some outclassed fighter that’s gonna magically arrive on your six...

When war starts someone always gets the jump on someone. Look at the strategic picture. That's one airframe. It's acceptable losses in exchange for not shooting at things you can't see prior to open hostilities.

Then why do we train for it constantly in coalition exercises?

Sometimes entire networks of systems fail.

Because having the training is preferable to nothing in the same way that having poorly equipped, poorly trained fresh recruits manning your trenches is better than nothing.