Good for you but why do all mainstream languages, including Clojure, have them?

Because they're built on mutable datatypes. Elixir (and Erlang, and some flavors of lisp) are not. Instead of fudging it to make it syntactically "look like" an array access, elixir makes you flip through the list to understand the cost of what you're doing.

Even clojure's is a cheat.

Then maybe that's a shortcoming of absolute immutability.