Really? Protective makes them harder than most to blitz, but I don't remember Wang's unit probability as being all that high (which is a better indicator of what a military pain an AI civ is likely to be), and he tends not to expand very quickly (via settlers or via invasions). Protective + a not-huge standing army can still be defeated; just bring a few more siege engines. In my experience, Korea never seems to grab enough territory to emerge as a power in the mid-late game. And the AI is one of the more reasonable ones-- get them to "Pleased" and you know you're safe from attack. It's relatively easy to beat Wang in the land grab, contain him, get him happy with you, and spend the whole game peacefully trading with him while you wail on your mutual enemies.
The truly fearsome leaders at higher difficulty levels are the ones who tend to jump out in the early expansion race, and follow that up by building lots of units and throwing their weight around diplomatically-- Catherine, Gilgamesh, Suryavawhatever, Zara Yacob, and sometimes Shaka come to mind.
Edit: Yes, I realize that this post includes the phrases "Wang's unit" and "beat Wang," so there's no need to bother pointing that out.
Ah, but that's just it! The horrible trinity of Gilgamesh, Shaka Zulu and Cathy(I never seem to run to Ethiopians and can't say anything about Suryaman) are the ones you absolutely have to prepare for. After blitzing Montezuma or dropping your strongest warmongering ally(bless shared religions) into his lap, those three are the ones that always keep you on your toes. That's where Wang is at his trickiest, because he almost always can secure a location under your nose, while you are too busy tackling the other civs, which you can't really budge until Medieval and by that time he often has dozens upon dozens of kataparuto. I absolutely loathe him, much more than the Mongolian leaders, who always seem to target my civ.
Then again, hey, I'm a fairly casual civonite! Undoubtedly there's a wealth of pain in the ass on the loftier difficulty levels. If I just had the time...