The Soul Wraiths weren't immortal, but they weren't easy to kill. Defeating them wasn't as easy as Primal Xerx expected when he faced them first. They traveled swiftly through space and inflicted considerable damage whenever their Pure Aether-coated claws struck the Primal or his creations.
The Primal was faster than the Soul Wraiths but evading and attacking the Soul Wraiths didn't help him much either. Even after a few Essence Spears had pierced the Soul Wraiths, they didn't die. Their bodies might have been pierced, but the Primal's Essence inflicted insignificant damage to the soul.
Instead of tearing the Soul Wraiths' bodies apart with Essences, the Soul Wraiths' bodies acted as the Primal's natural enemy. It corrupted the Primal's Essence.