Still, I eat plenty of bread that's non bagel shaped and fairly evenly baked. I guess I pay slightly more for the more difficult production process then, or have to suffer bread that's just not quite as perfectly uniform in texture as it could be. Well worth it, if you ask me, to not have to deal with the frustrating shape. Mileages vary, of course :)
So do people that eat bagels. I'm going to guess that you consider rolls and a slice of bread different bread, though. The sheer amount of the 'crust' on a bread roll contributes significantly to the taste and texture of a roll. Similarly, the sheer amount of "inside bread" on a slice affects its texture and taste. And of course, they affect how they cook.
Same thing with a bagel. A good bagel has a fairly chewy outside and a somewhat dense interior. Changing the ratio of these two affects taste. Heck, you even notice it if you eat different sizes of bagel.
I'll also note that the shape isn't often all that frustrating, at least to me. Half of the bagels I've eaten have very little hole in the middle and they hold sandwich fillings pretty well.
Edit: I might be a little nostalgic, though: I moved to a place with few bagels indeed and I kind of miss them.
They're different textures. They are best suited to different things.
But if you want non-bagels in the shape of bagels, Costco's store-brand bagels are like that. I hate them so much. If I wanted regular bread, I'd buy regular bread.
I'm surprised at the number of commenters here talking about toasting a bagel. In my opinion, if you need to toast the bagel, you already failed at finding a good bagel. A good bagel should already be somewhat crispy on the outside and pleasantly soft on the inside, and it shouldn't need anything spread on it to be edible.
This gets three textures going: the crump stays chewy and dense, the crust isn't burned (very important if it has any allium topping, fairly important for seeds, still not great for plain), and a nice crumbly toast layer.
Which holds up under schmear and butter excellently. I agree that a fresh bagel should be tasty direct from the bag, but I'm still going to be eating them with toppings for the most part.
A proper bagel is boiled first, then baked.
It's also used for transportation and display by threading a rod or string through the hole, but the main reason is for even boiling. Same as a doughnut (except that is boiled in oil).
(in case you are wondering why they are boiled, it's to develop a chewy crust)