Setting up a business in the UK is a breeze. It takes 30 minutes, costs 20 quid and it's all done online. I'd go so far as to say the UK is the friendliest place in the world for small businesses (as long as you don't have a physical location, because business rates are incredibly regressive and backwards)

I don't think you've lived in many EU or Asian countries... While incorporation sucks in France, Spain, and Germany, in most North European countries, East European countries, and even in most Balkan countries, it's a breeze (when compared to Germany).

In Romania it's so bad that there are companies who will handle everything for you, even if technically the chamber of commerce has a digital interface as well. Everything is handled online and you get digitally signed papers in a reasonable amount of time.

This is probably the solution, an EU-wide company that has local offshoots and can handle the bureaucracy for a fee.

As far as I know, incorporating a BV in the Netherlands can be done in 1-2 weeks, with a lot of less pain. Many services are integrated and available online.

Estonia makes it very easy.