Not really - the pins have been on the socket for some time now (for Intel at least - I haven't built anything AMD for some time I'm afraid) and are much, much harder to damage. The levers on the sockets have gotten much better, as have the HSF mountpoints, and inserting a CPU and attaching the HSF has not made me feel like I'm going to break the motherboard for many years (let alone actually broken it - I can remember boards where you had to jam a screwdriver into the heatsink retention bracket and apply pressure towards the motherboard... I'm getting cold sweats just thinking about it)
> You also have to manually add thermal protections like fans, heat sinks, thermal paste, etc., which all require selection and installation
Thermal paste is optional, if the CPU and heatsink make good contact it doesn't make so much difference. You don't have to select if you buy retail boxes instead of OEM, which come with HSFs already selected for you in the box, and with thermal gunk pre-applied.
I do agree that it's rare to upgrade the CPU and not motherboard, but you could say the same thing about most of the components in my PC (I tend to upgrade all at once).
As for trickiest, most delicate part of building your own pc... honestly if you're installing the CPU into the motherboard before putting into the case, I would have to disagree with you there.