Yeah the point of having a secondary is to cover your bad matchups/stages. It's not possible to be safe from your opponent's counterpick, they pick last...
It's not possible to be completely safe, but it does cover you in many important situations.
Consider the following. A hypothetical match occurs between a Marth player and an MK player.
The first match resulted in a loss for Marth. Ignoring stage bans for the moment, say Marth counterpicks FD against the MK.
Characters have two defenses to counterpicking. Stage bans, and secondaries. In this case, our MK just happens to have pocket ICs, an advantage he gained by learning how to play a second character.
Marth's intelligent counterpick on MK just went to an even matchup on the WORST possible stage for it to happen, putting him at an extreme disadvantage.
But say our Marth ALSO carried a secondary? What if he pulled out Snake, or MK?
Said advantage is mitigated.
Because both players have the ability to carry secondary characters, we cannot say it is "unfair" to the player who chooses NOT to learn a secondary. After all, the other player is just maximizing his options.
That too, adds an element of strategy to the counterpick system. The most obvious example of this happens all the time, and it is:
"Do I counterpick <insert character> to Brinstar? It could work out extremely well for me, but he COULD have a pocket MK."
Pocket MK is the most obvious example of this advantage being utilized. While I agree that it can feel cheesy at times, I've yet to see a better system suggested that doesn't strip a ton of depth out of the game.
As much as I love Full-list stage striking, and see huge benefits to playing an entire set on the three stages that are left after striking, doing so strips out over 70% of legal stages. Polar stages will rarely ever get played. You'd see most matches take place on what would probably amount to a handful of about 7 stages tops, depending on the matchup. I don't think sacrificing that depth is worth it, but that's my personal opinion.