That's true. However, it's mostly one-time effort. There are Linux and TrueOS workspace VMs, pfSense VMs as VPN gateways, and Whonix gateway and workspace VMs. All in VirtualBox.
There's ~no configuration required for the Whonix VMs. You just need to point the gateway VM to the pfSense VM that ends the desired nested VPN chain. And if there are multiple Whonix instances, rename the internal network that the gateway and workspace VMs share.
For the Linux and TrueOS workspace VMs, it's just like any OS install. You do have more machines to maintain, but mainly that's just keeping packages up to date. All of the devices are virtual, so you don't have driver issues.
Setting up the pfSense VMs is the hardest part. But once that's done, you can use them for years. pfSense is pretty good about preserving setup for OS upgrades. And there's a webGUI for changing VPN servers. But it's harder than using a custom VPN client.
So yeah, it's not so easy. However, someone could write an app that papered over most of the ugly parts. That even automated VM setup and management.