As for the setting for Exalted it is, in a word, enormous (this could be a skewed viewpoint...I've spent the last four years gaming in Tribe 8's setting, which is the size of Montreal...and it was plenty big for what we were doing).
When I say enormous, I mean there is a lot of breathing room. For inserting your own setting elements, for running your own stories, for doing what you want to with it. Frex, with the "hunted superheroes" issue. Solar Exalted are only in real danger in a) the Realm or b) tributaries to the Realm. The Blessed Isle and a few places on the mainland, basically. Anywhere else in the setting, the reaction is up to the Storyteller. In some places you could be worshipped as gods, seen as pawns to be used in political struggles, or seen as demons. The game is not about running around trying to hide your powers all the time.
The elements of the setting only get a cursory treatment in the main book, but Scavenger Sons fleshes it out a lot. In fact, Scavenger Sons ranks right up there with what I consider to be the best setting books of all time - Tribe 8's Vimary Sourcebook. There is a lot of variety, and the setting simply damn cool ideas (look at the write-ups for the tombs in Nexus sometime).
It might not be your cup of tea, but that doesn't mean it's not an outstanding game.