Actually, I would argue that compared to console gaming, PC gaming
is "inconvenient." Convenience (and price) is pretty much the entire point of the console experience, isn't it? Think about it: If I buy an Xbox 360 game, I put it into my Xbox and know that it will run exactly as it's supposed to run - I won't have to worry about settings, or whether it can handle the graphics, or anything like that. It's very much a plug-and-play mechanic.
On the other hand, if I get the same game for my PC, it's a lot more complex. I need to make sure my hardware is compatible (not really so much of an issue anymore in this day and age, but it still happens), I need to make sure all my drivers are up to date, and maybe I don't have enough machine to run it at max performance on the highest settings. Of course, I also have a lot more flexibility; I can push it beyond what a console is capable of, I can customize it to be exactly how I want it to be in ways a console never could, etc.
It's flexibility and complexity (PC) vs. simplicity and convenience (console). That's the tradeoff, and it's about what you prefer and value more. I love my PC and PC gaming, but sometimes I just want to pop in Halo and shoot teh dudez.
So yes, I would say that console gaming IS more convenient, but it comes with a tradeoff. You know?