Ah ! Interesting... I sometimes take a certain train that goes under the Channel and links France to England. I must be there well in advance at the station, wait, check in, wait, sit in the train in cramped conditions, rush through St Pancras to try and connect with a train to the Midlands (preferable an off peak), wrestle with the automatic ticket distributor...etc. I don't take that certain train anymore because I want to avoid the inconvenience of it all. = There are several elements linked to that train.

It sounds like "it all" encompasses the whole movie-going experience. "The inconvenience of it" - Here it sounds like going to the movies is one simple task. "The inconvenience of it all" - Here it sounds like going to the movies is an experience encompassing several hours. It sounds more like an an ordeal that leaves the person tired. Either usage would be fine. I don't like going through airport security because of the inconvenience of it all. Here you wait in a line and perform several tasks in quick succession (show ID, take off your belt, remove shoes and coats, empty your pockets, remove your toiletries, place laptops on the tray, walk through the scanner, get patted down). Any one of these tasks is not extremely burdensome on its own, so I don't think of going through security as a series of individual complaints, but the overall experience is very unpleasant.