I'm diabetic and the sole reason I don't check my blood sugar (unless I think something is drastically out of whack) is that it takes me upwards of 30 minutes to do a finger prick for testing. My anxiety skyrockets and nothing I do can tell me that it's not going to be excruciating. Most of the time I end up having my wife do it, which isn't a fun process for either of us.
It's not the worst thing, but it's deeply, deeply unpleasant for me. Come at me with a 10ga needle, I won't flinch; come at me with a 30ga lancet and I'll be a mess. I'm going to be switching to a CGM purely for this reason.