It's not an issue, we're just spoiled. It's such an amazing convenience that anything else seems like a huge and unnecessary hassle.
There is actually more a second MFA provider that is accepted almost everywhere, including the tax authority. I forget it's name and I've never tried it, so I can't say too much, but presumably it provides similar functionality as BankID
It's called Freja.
It's also possible to get a special hardware device to do the bankID dance, which is great to have if your phone breaks, as having that device will make it possible to provision a new bankID without visiting a bank office.
There is actually more a second MFA provider that is accepted almost everywhere, including the tax authority. I forget it's name and I've never tried it, so I can't say too much, but presumably it provides similar functionality as BankID