I was a radical and risky response to a unprecedented economic and social crisis (putting aside the question if it was a correct response).
The corruption was from the beginning of USA, what is the urgency to introduce new practices?
The New Deal is just one example. Legislation by its very nature involves passing governmental acts that have not been passed before. Except for instances of renewing old statutes, extending sunset clauses, etc, all legislative acts are "unprecedented."
The judicial branch also sets precedent. Look at Marbury v. Madison. That was the first case establishing judicial review.
Where in the Constitution does it say that only the executive branch is precluded from entering the realm of the unprecedented? And how would recognizing a special prohibition of this sort for the executive branch (which is not in the text of the Constitution) impact the balance of power?