They’re only a little time-consuming to set up. But at least for Copaxone, the injection burns more than insulin did when I was taking that, and you have to push it a bit slower. So it’s easier to use the autoinjector, which pushes it at the right rate and is easier to hold still while wincing.
Mine doesn’t beep - it’s purely a mechanical device with two springs (one to inject fast and one to push the medicine slow). It has a little window I can watch to see when it’s done injecting.