Which big zoom lenses are you talking about?
Olympus M.Zuiko Digital ED 7-14mm f/2.8 PRO Lens $1,199.00 3.11 x 4.17" / 78.9 x 105.8 mm Weight1.17 lb / 534 g
Sony FE 16-35mm f/2.8 GM Lens $2,198.00 3.48 x 4.79" / 88.5 x 121.6 mmWeight1.50 lb / 680 g
Sony Vario-Tessar T* FE 16-35mm f/4 $1,348.00 3.07 x 3.88" / 78 x 98.5 mmWeight18.27 oz / 518 g
Sony FE 12-24mm f/4 G 3.43 x 4.62" / 87 x 117.4 mm Weight1.24 lb / 565 g
Olympus M.Zuiko Digital ED 9-18mm f/4-5.6 Lens $649.00 2.22 x 1.95" / 56.5 x 49.5 mmWeight5.47 oz / 155 g
Sony FE 70-300mm f/4.5-5.6 G OSS Lens $1,198.00 3.31 x 5.65" / 84 x 143.5 mm Weight1.88 lb / 854 g
Olympus M.Zuiko Digital ED 40-150mm f/4-5.6 R Lens $149.00 2.50 x 3.27" / 63.5 x 83 mm Weight6.70 oz / 190 g
Please, be more specific. which Fuji lenses are "exorbitantly expensive" and big compared to which M43 ones. I asked the OP a similar question, but he never bothered to answer. Somehow, I have trouble to see what are you talking about.
Fujifilm XF 55-200mm f/3.5-4.8 R LM OIS Lens $599.00 2.95 x 4.65" / 75 x 118 mmWeight20.46 oz / 580 g
Olympus M.Zuiko Digital ED 40-150mm f/4-5.6 R Lens $149.00 2.50 x 3.27" / 63.5 x 83 mm Weight6.70 oz / 190 g
Fujifilm XC 15-45mm f/3.5-5.6 OIS PZ Lens $299.00 2.46 x 1.74" / 62.6 x 44.2 mmWeight4.76 oz / 135 g
Olympus M.Zuiko Digital ED 14-42mm f/3.5-5.6 EZ Lens $249.00 2.40 x 0.90" / 61 x 22.9 mm Weight3.2 oz / 91 g
Fujifilm XF 100-400mm f/4.5-5.6 R LM OIS WR Lens with 1.4x Teleconverter Kit $2,048.00 3.73 x 8.29" / 94.8 x 210.5 mmWeight3.03 lb / 1375 g
Olympus M.Zuiko Digital ED 75-300mm f/4.8-6.7 II Lens $449.00 2.72 x 4.59" / 69 x 116.5 mm Weight14.92 oz / 423 g
This is was came out of my mind. There is certainly more. You could do your own research.
Thanks for the clarification. Now I see - in many of these examples you are comparing very different lenses. You have even chosen a higher f-number for the smaller format in some cases.
For example, you seem to think that the Oly 9-18mm/4-5.6 should be compared to the Sony 16-35mm/4. I own both lenses and they are extremely far away from each other. The Oly is nice and small, and I love it for that, but it is very, very far from the Sony in terms of sharpness, contrast, DoF control, low light capability, build quality and autofocus. If you are happy with the output of the Oly 9-18mm, then you should choose the APS-C 10-18mm/4 for Sony, even on FF. It's small and light and even in crop mode on a FF camera it will match the IQ of the 9-18mm. Of course, the Sony 16-35mm/4 should be correctly compared to the Oly 7-14/2.8, which is a much better match in terms of price, weight and IQ.
Let me update your comparisons according to my taste, so I can show you what the differences are in my view:
Sony:
Oly 7-14mm/2.8 vs Sony 16-35mm/4
Oly 9-18mm/4-5.6 vs Sony 10-18mm/4 (APS-C)
Oly 40-150mm/2.8 vs Sony 70-300mm/4-5.6
Oly 40-150mm/4-5.6 vs Sony 55-210/4.5-6.3 (APS-C)
Fuji:
Oly 40-150mm/4-5.6 vs Fuji 50-230mm/4.5-6.7
?? vs Fuji 55-200mm/3.5-4.8
Oly 14-42mm/3.5-5.6EZ vs Fuji 15-45mm/3.5-5.6
Pana 100-400mm/4-6.3 vs Fuji 100-400mm/4.5-5.6 + 1.4x TC
Oly 75-300mm/4.8-6.7 vs ??
As for Sony, I acknowledge that the Sony 55-210mm in crop mode is probably an inferior choice to the Oly 40-150mm/4-5.6, while being a bit larger and more expensive. But it is certainly more appropriate than the FE 70-300mm. A cheap, compact a good telephoto option is still missing in the E-mount system. The rest is pretty equal, I think.
As for Fuji, a long, but compact and affordable telephoto option is clearly missing. There is a big gap between the 50-230mm and the 100-400mm. On the other hand, an affordable counterpart to the great Fuji 55-200mm/3.5-4.8 is missing in M43. In any case, I don't see the substantiation for the "exorbitantly expensive" description.
Or course, there are many other choices in all three system and some cannot be matched by others. I see quite a bit of variation in which one is the best value. M43 is strong in the cheap and compact telephoto realm, but quite often a poor value when faster lenses are concerned.