Security features always inconviniance users slightly, theres some which to a normal user arent noticable like network security, where a firewall checks things against access lists which slightly slows traffic, and there are some like this one which are completly noticable.

The key is finding a compromise between security and conviniance, now just think for a moment, SE could have implemented a system that locks your account out for 15 mins if you login from another PC and you have to reset your password which is worse the current system or that?

The current system is a compromise, currently I would think this is the minimum they could do for account security.

Also people that say "I was playing FFXI for years and never got hacked without this system" all you need to do is go on a website with a malicious ad, or cookie and you could get a keylogger that would get your password, then you would be hacked, unless you only use the OSK to enter passwords.

Also as other people say if this is such an unacceptable inconviniance get a security token so you dont have the problem