the only time I started to find them annoying was on the PC in the Dos/win95 age, never on the Amiga. There was a time when I did not have a CD burner yet and I still wanted to have games of multiple tens of megabytes backed up. The solution:
arj a -r -v1440 -jm *.*
and store all the separate files on disks... ouch. I was happy to get a zipdrive.