Actually engineering a complex device like a weapon system is far different from merely imagining it. For every idea that is transformed into hardware and subjected to the real world's trials, many others, thought up by smart people with Ph.D.s from the best universities, are discarded as impractical. Countermeasures are no less subject to this reality than are the weapon systems they are intended to frustrate. And, countermeasures aren't free. Every countermeasure which someone attempts to put on a ballistic missile costs real money.
Countermeasures also consume weight and space, which means lowered performance or less payload.
Countermeasures introduce complexity, which means more things can go wrong and engineers must spend more time trying to ensure they go right. Engineers trying to perfect countermeasures are diverted from other activities they could be working on, such as extending a missile's range or improving its reliability. In short, successful pursuit of countermeasures means sacrificing something else, and some may not choose to make that sacrifice. Countermeasures are an issue that must be taken seriously by the designers of our missile defense systems. And, fortunately, they are.