If by hassle you are referring to the difficulty of finding ammo and/or brass for the 240 WBy, then yes it can be a hassle, if you aren't into searching and paying extra dollars to shoot your rifle. If you handload, and do not mind the added expense for the additional velocity, and panache of having something less ordinary and cool to shoot and hunt with, then there is no hassle at all.
Depends on your priorities.
If you want a 240Wby, get one and have fun!
I've always thought it was a cool cartridge and have wanted to get one just to play with, as I have not had the opportunity to shoot one. It also fits on a regular long action, so would be a simple rebarrel job on a left handed donor rifle to have one I want. As good as a 270 Win is, it just doesn't have the cool factor that the 240 has for deer and antelope!