I've had an undefeated season in PES5 Master League on Extreme...but that took me a lot of coming back to the game from time to time to see if it was possible. It is.
Some of the cheating I encountered was hilarious at some points. Almost like a wind blowing the ball in the wrong direction...and defenders and goalies practically throwing the ball into my own goal.
I've never encountered anything that bad. I too managed a few undefeated seasons over various PES and FIFA games on the hardest difficulty back in t'day. With football games though I feel the stat manipulation is there to reflect the nature of the sport; that is anything can happen, a great team can lose to a bad team if they have a bad day.
I hear what you are saying about "cheating" AI though and I'd say it is a useful, if lazy, tool a developer has to create difficulty. Aside from the RTS examples mentioned the most egregious uses of this type of difficulty come from fighting and kart racing games. In fighting games we have opponents reading your moves, blocking or breaking unblockable moves, performing complicated command inputs in a single frame and SNK bosses. Kart racers still have rubber banding and enemies will fire on the player even if it makes no tactical sense to do so (Allstars Transformed, I'm looking at you!).
So what we want here is the COM to be more creative, more human.