I agree that not all mages can blow you up but since forever that's been the identity of mages and no one has batted an eye for it, even for point and click type of mages (Kassadin, TF, Cassiopeia, Ahri, Syndra, Katarina) Taliyah can't do this though, sure, that's why she's not considered viable right next to Lissandra and probably Fiddlesticks to some extent.
As for Lethality, actually you CAN itemize against lethality, but the answer isn't as intuitive and the sources of this strategy has been somewhat nerfed, the concept is fairly simple, lethality penetrates armor as flat armor pen does but it scales with the enemy's level, meaning that if your opponent has 10 lethality throughout a game he only has 6 flat armor pen at lvl 1 and 10 flat armor pen at lvl 18
Flat armor pen CANNOT bring armor below 0, armor reduction effects like Corki's Gatling gun CAN tank your armor below 0 but lethality CAN'T
Now your beloved Taliyah starts the game with 20 armor, if an enemy has 10 lethality, this means that he has 6 flat armor pen at lvl 1 so Taliyah effectively has 14 armor against them at lvl 1 and 10 armor at lvl 18 because flat armor pen is exactly that, a flat value that negates armor.
The current strategy is to stack lethality to oblivion BUT for this example, on Taliyah you can ONLY penetrate 20 armor, with just ONE Lethality item you are effectively doing true damage to Taliyah but here's where it gets interesting...
There are 3 defensive stats on the game, armor for physical damage, magic resist for magic damage and HP, both armor and MR increase your effective HP, meaning that armor simply increases the amount of hits your champion has to take in order to die BUT FLAT HP ALSO DOES THAT
If you sit down and stack armor against a champion that is stacking lethality you are indeed gimping yourself, your beloved Zhonya's isn't cost effective because the enemy negates a portion of its defensive stats and you end up wasting gold on an item with half utility but if you stack HP, the one buying a useless stat is the enemy, because he can ONLY negate 20 armor from you.
Now adcs are screwed because we have like one item that gives us HP and the stats on it are awful, but mages... oh boy, you have
and
(shields count as flat HP) so... if anyone shouldn't be complaining about lethality, it's mage mains because you DO have the tools to counter lethality stacking considering that your enemy barely has a spell shield that covers 1 spell, throw a Taliyah's Q and edge of night shield is gone and this succulent champion with NO magic resist and NO hp whatsoever is spread open right there.