Oh yeah there’s definitely a bit of effort involved, but most distros have very similar directory setups, so it’s often just a matter of copying across the relevant folders, with the “home” folder being the one that typically contains most or all of your user data.

Being able to test run distros off a USB drive is a great (and easy) way to see if it might be for you without making any sort of commitment.

Another option is to install the distro to a second hard drive so you have a more permanent environment to test it. I’ve done this before, and when I was content that I wanted to switch to it I just copied all my stuff across.