Numerous wallets make it dead simple to create a paper wallet. With Electrum, you just open the program and it automatically generates 12 words which you can write down on paper or learn by heart. It doesn't get much easier than that, and it's perfectly safe and secure to do.
They are more familiar with the current system, but after you have done it for the first time, you realise that electrum is actually way easier than banks. People just think its harder, but it is not really.
Oh? Something tells me I can't write a Bitcoin address on my direct deposit form.
Seriously, the interface provided by Citibank is pretty freaking great. I work, I swipe my credit card places. As long as I do the former more than the latter, I don't need to touch anything else. Also every few months I accumulate enough points to buy something on Amazon for $50-$100 for free.
Bitcoin could be even better if I got paid in Bitcoin and could pay people in Bitcoin, but I can't.
I had to physically go to a bank and talk to people to set up my bank account. I don't see how that can be considered more convenient than spending 5 minutes on a website.
Dead simple but no more secure than just storing the file encrypted on your computer.
Electrum is great and if you write down the words thats fine. If you try to memorize them without a backup there are a lot of events that can happen in your life that will lead to the total loss of your coins.
I don't use paper wallets myself but any barebones linux bootcd/usb with https://github.com/pointbiz/bitaddress.org and BIP38 selected is the route I see most recommended.