I don’t think there’s any denying that consoles have several advantages. They’re just not worth it LOL
But no you don’t “have to” build your PC. You can buy a pre-built or have someone like Micro Center build it for you.
Also when a new console comes out, it’s probably a great deal hardware-wise, as they can sell them at a loss to get you “in the door”. But that’s because they know they’ll get their money back from subscription fees and game sales, which are generally considerably more expensive.
A few years after new consoles are released (like right now) you can build a PC for less money with equivalent power.
Steam Machines are likely to become a thing again and they’ll be taking a chunk of that “plug and play” market for sure.