I think the emphasis is that the Exile is the last known Jedi.
[debatable point]Kreia doesn't have any attachment the Jedi Order, as she was exiled as Master Kae. Therefore there's no reason to associate "Kreia" with the Jedi and the Sith Lords know this.[/debatable point]
Kavar, Vrook, and Zez Kai Ell went into hiding. Atris was similarly off the radar, as those three though she died on Katarr.
Had the premise been "the last known Force user" we'd have inconsistencies, but as it stands, the story holds up.