Yeah, it's a tradeoff by nature. This applies to security in general, not just computers. Having to unlock the door to your house when your hands are full with shopping is annoying, but the alternative is leaving your house unlocked all the time and trusting nobody will walk in.

Depending on the context (location, is there usually someone home anyway, value of stuff within the house) you may or may not find the tradeoff makes sense and voluntarily opt for the worse 'UX'.

The fun thing is users mistakenly recognise the tradeoff as a sign of the security. If it was annoying it must be secure. Why would somebody waste my time for no purpose? See also placebo effect - of course I feel better, you gave me pills and I took them, duh, it's medicine.