Because heroes are rare and can't be everywhere.
This is pretty much irrelevant. If you can't hold territory with your army, and if you army is in fact a liability, then you still will never see set peice battles and large standing armies. You might see something like guerilla warfare or banditry, but that's an entirely different issue and it notably is a way of skirting the issue of logistics in the first place.
Because heroes are poor garrisons.
Again, irrelevant. You have garrisons to place a sufficient portion of your army near a strategicly important position in order to thwart or delay the other guys armies. In a world where numbers don't really matter, you don't bother with garrisons because numbers don't matter. You have a messenger service that runs and gets heroes whenever there is trouble, because the other guy doesn't have an army either to thwart. The equivalent of a garrison in this world is a frontier castle with a hero in it.
Because it is easier to controll armies than heroes with superpowers.
Again, irrelevant. Because the whole premise of this excercise is that you can't control heroes with superpowers with an army either. So, nothing prevents the heroes from dethroneing and replacing you. In this world, if you aren't a hero, you aren't fit to be king. And if you are king, you (and possibly your buddies) are the army. This is King Arthur and the knights of the round table world. This is one riot, one ranger world. There are no armies because armies lose to heroes so noone bothers with the great expense of creating armies.
Because laying siege to a city with just 4 persons is impossible.
No, it's not. Four 17th level characters can lay seige to a town by themselves just fine, or smash it down if that's thier preference. But even that is irrelevant because why would they lay seige in the first place? The whole reason you lay seige is that you can't take something by force, and you try to win through a battle of logistics. The whole reason you stop to lay seige at a fortified place is that you can't afford to leave a garrison behind you because they could then cut your supply lines. Well, in this world walls and garrisons are no defense at all (and believe me, as far as that goes, I've played in this world). And in this world, no one has a supply lines and baggage trains to raid or cut. And because in this world fortifications are no defense at all, no body bothers with them. And conversely, if its the heroes besieged by an army, there is no way in heck that a mere army can win the battle of logistical attrition with four heroes. The heroes for all intents and purposes have trivial food and water needs, and for that matter can indefinately supply their own needs. Meanwhile the army suffers the problems of disease, exposure, and heavy dependency on a supply line (because its staying in one place and can't forage for supplies). So noone in this world ever bothers to lay seige. There is nothing to knock down, and to the extent there is, heroes can knock it down or simply bypass it.