Yes, it can definitely be more convenient. However, the stocks of gold miners are one of the most volatile sectors in the market. Then, while you do get some movement in synch with gold prices, these companies have other pressures that can impact their pricing. The industry is a big oil user, so if the oil price goes up, that can limit their profits.
Owning physical gold is more like owning insurance. Owning shares of gold miners is not the same. In fact, holding these stocks can bring many other risks into your financial situation due to the sector's inherent volatility. For that reason, many experienced gold investors primarily buy physical metals, then hold a small allocation to gold miners if they want additional exposure.