My 20th level one-off involved a kraken with aboleth servants. It's rather ridiculous to have very many threats like that on the same Material Plane, but the other planes are ideal for all the high-level combat encounters you want, perfectly plausibly.
The DMG really should have gone into this stuff.
Then you run into the problem that many DMs lack the experience of high level play.
You've really got to run a few campaigns all the way to 20th and beyond (and not rage quit once a new ability comes online that you had not forseen), making mistakes along the way (as it's the only way you learn).
What so many DMs do, is they get to (7th-11th), encounter a new ability like Wall of Force, Teleport or Expertise or similar that totally derails the adventure, rage quit or end the campaign in frustration.
You've gotta run with it, and keep going. It's a learning experience.
I welcome experienced players in my games, because I can learn from them.
I've been doing this caper for long enough now, that I know most tricks and tactics employed by high level adventurers and can factor them into my planning for high level adventures.
Lets face it, when you're going toe to toe with Asmodeus for example, he knows those tricks as well.
Heck, he probably invented them.