https://support.apple.com/en-ca/105120

You're thinking of Apple saying they haven't detected a case of a device with Lockdown Mode exploited in the wild themselves. Extremely few devices use Lockdown Mode and Apple has very little insight into successful exploits so there isn't much opportunity for them to detect it in the first place. Lockdown Mode bundles everything together and has very inconvenient changes many people won't accept. That greatly reduces usage even by people fully aware of it who want a lot of what it provides. For example, there's

Apple has said they haven't seen a case of a device with Lockdown Mode being exploited which is extremely misleading. Apple doesn't have that much visibility into devices being exploited and would mostly seen failed attempts. All of the Lockdown Mode functionality being bundled together contributes to it barely being used. There's no opt-out system for most of it beyond disabling it as a whole. Only a subset of the Safari restrictions can be partially disabled per-app and per-site which doesn't fully restore web compatibility. It's more that hardly anyone is using it and that Apple doesn't have much insight into apps and the OS being exploited successfully in the first place. Lockdown Mode is definitely useful but people should read about what it actually does and compare that to how devices get exploited. Apple's memory corruption exploit protections aren't tied to Lockdown Mode.

You can use iPhone being blissfully unaware it has malware on it even in Lockdown mode (which is essentially cope mechanism and Apple way of saying "we care about security, trust us bro").