You pay the cost by using resources or Don, depending on the specific mechanics of the game
Urza not only does actual everything, from killing things to drawing cards to gaining life to making threats, but he gets to do it twice a turn, with a huge starting loyalty
As for the Sphinx, Arjun, the Shifting Flame has about 33 nonland cards in the deck that you can squint at and go sure, that fits before cutting it down to 21 for good measure
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There are relatively few actual tribal sets in Pioneer, and you only hit things like Modern Spirits or Humans with the redundancy that comes with multiple sets of payoffs