That is the classic problem we have had since the early 1990s and PGP.
PGP 2.x and its descendants solved a lot of issues. It is transport independent , supported a good web of trust, did well for backing up keys, had a decent provision for revoking keys that were lost (assuming you made a revocation cert), and many other things. However, it took some active knowledge to use, and that is what made it unpopular.
Bitcoin is similar. MtGox presented a point and drool user interface to a protocol, pretending to be a bank. Of course, because the coins were in MtGox's wallet, they were really not belonging to accountholders, so when they went out of business, possession is normally 9/10 of the law, but in this case, possession is the law.
A lot of the exchanges just capitalized on people new to the protocol, and were expecting the currency to behave like dollars with a PayPal account.
Like the above -- this is an education issue, not a BitCoin issue. However people seem to rather deal with a lack of security than have to pack their own parachute. S/MIME versus PGP comes to mind for E-mail.
: E-mail, SMS, MMS, NNTP, I've even used Paperbak (now spelled PaperBack) by Michael Mohr to pull larger from printed codes.