Setting up is stupid easy. What makes immutable distros potentially difficult is installing software. Anything packaged as a flatpak is stupid easy. Beyond that it can get complicated. But it’s not bad in general.
Having just switched to Linux with Bazzite two weeks ago, my biggest issues have come from Wayland support. And that’s really just because I have a specific piece of software I need that doesn’t support Wayland. And that’s a bit of an edge case and the result is more annoyance than show stopper.