Hearthstone is not just about responding to the cards your opponent plays with your own cards on a turn by turn basis. This is an extremely simplistic strategy and guaranteed to guide you into loss after loss.
A complete strategy analyzes both players' deck capabilities, modifies card value using that analysis, creates plays to maximize tempo and/or card advantage, and generally thinks 3-4 turns ahead at any given time. Even before you click the Find Match button, you're playing a complex numbers game by choosing a deck and fine tuning it for this or that meta.
When you die to something like double Pyroblast, what you need to ask yourself isn't "Why did Blizzard print an 'unblockable' card?", but questions like "How did I let myself get into this situation?", "Do I need more healing in this deck?", "Do I need a faster clock?", "Is this the wrong deck for the meta?", etc.
A player gains absolutely nothing from complaining about how any given card works. It's far more productive to look at the strengths and weaknesses of any strategy that beat you (there usually is at least one weakness) and figure out a new plan to handle it in future encounters.
For Pyroblast, it's healing. Or Mage Secrets. Or just killing them faster, because it's one of the slowest clocks in the game, and comes at a huge opportunity cost for the user of the double Pyroblast. With two copies of Pyroblast, a Mage has 20% of drawing at least one Pyro in their opening hand if they go first, 40% if they mulligan their entire hand. Having an opening hand with Pyroblast in it might as well be a 2 card hand.
For this reason, most Priests only run one Mind Control, because even a class that aims for the long game as much as Priest can't afford a 20-40% chance of getting Mind Control in their opening hand. Mages? Far less, because they don't have any decent healing, and their crowd control options were nerfed to oblivion. These days, Mages don't even try to play the long game anymore, they can't keep up. They're surviving on the back of their 1 drops and 4 drops. When you see Mage decks cutting 1-2 Flamestrikes because it's too slow, despite it being one of the most powerful sweepers in the game, well, what do you think that means for a 10 mana wincon like Pyroblast?