Most of the problem with AD assassins is this

SHADOW ASSASSIN: Kayn deals 12% − 44% (based on level) of post-mitigation damage dealt against enemy champions as bonus magic damage, lasting for 3 seconds upon entering in combat with an enemy champion, refreshing after 8 seconds out-of-combat with them or by using Umbral Trespass Umbral Trespass.

INNATE: Zed's basic attacks against targets below 50% maximum health deal 6 / 8 / 10% of target's maximum health as Ability power bonus magic damage.

ACTIVE: Yasuo Dash dashes a fixed distance toward a target enemy, dealing Ability power magic damage. (Yasuo just for fun)

ACTIVE: After a 0.75-second delay, Pyke strikes in an X-shaped area, executing enemy Champion icon champions below 250 − 550 (based on level) (+ 80% bonus AD) (+ 1.5 per 1 Lethality) health while dealing the same amount as physical damage to enemies not within the threshold for execution.

You build armor against Lethality users however it is still unaffected by bonus magic damage or true damage (Pyke).