Flying is cheaper and faster, but not necessarily more convenient. To find cheap flights you often have to get to inconveniently located airports (the great exception being London Stansted) at odd hours, often having to change transport on the way, and lose a lot of time due to checkin and security (which are in themselves massive inconveniences). And even when paying for a better ticket the flight is often too cramped to do anything effectively. All in all, you’d often not save all that much time by flying, and the time actually spent in transit is mostly wasted, whereas a train ride affords you the opportunity to work, read or watch movies.
Some people manage to read or watch movies at least on the flight itself but personally my head hits the pillow before the plane even leaves the runway. I’m not sure what soporific magic is at play here. Anyway, I avoid flying as much as possible as a consequence.