It is a massive pain for average users but it's well supported by browsers is because big corporations have IT departments that provision (and admin) computers for their users, average or otherwise, and the provisioning process includes setting up client certs.

So while browsers do support client certs, there has been very little effort to make them easy to install due to a chicken-egg situation. They're hard to use, so no one uses them, but no one (random sites on the Internet, that is) uses them for client auth because they're hard to use.