It can be a pain but that pain might be motivation to not pull in dependencies with little thought.
Running private package infrastructure with audited dependencies isn't a panacea to stopping supply chain attacks. I do believe it's an effective defense-in-depth tactic for the reasons others have discussed.
An additional supporting tactic that should be done is to tightly control egress traffic. Like ingress traffic, all egress traffic should be denied by default. From there, traffic should be whitelisted. That makes it more difficult to exfiltrate data or communicate with command and control infrastructure. Tight control on egress traffic also makes it easier to alert on unexpected connection attempts. That all said, locking down egress traffic can be a pain. It also isn't a panacea. Where there’s a will there’s a way.