When you get past the initial hurdle of using keys and a key manager (eg. Hive Keychain) + back up, it's actually quite easy and safe. The mindset shift is a hurdle, but once we're past it we are in a better place.
Has any major Steem/Hive user that we know of ever lost their keys? I know plenty of small accounts who registered and then forgot about it, to later not recover/remember, but I'm not aware of any large investor or long time Steem/Hive user doing so that we know of.