It sounds implausible when you put it like that, but suppose the only practical way to build a superintelligence is through some method that severely constrains the possible goals it might have (e.g., evolutionary methods, or uploading the smartest humans around and letting them self-modify), and attempts to build general purpose AIs/oracles/planning tools get nowhere (i.e., fail to be competitive against humans) until one is already a superintelligence.

Maybe when Bostrom/Armstrong/Yudkowsky talk about "possibility" in connection with the orthogonality thesis, they're talking purely about theoretical possibility as opposed to practical feasibility. In fact Bostrom made this disclaimer in a footnote:

The orthogonality thesis implies that most any combination of final goal and intelligence level is logically possible; it does not imply that it would be practically easy to endow a superintelligent agent with some arbitrary or human-respecting final goal—even if we knew how to construct the intelligence part.

But then who are they arguing against? Are there any AI researchers who think that even given unlimited computing power and intelligence on the part of the AI builder, it's still impossible to create AIs with arbitrary (or diverse) goals? This isn't Pei Wang's position, for example.