well i agree with OP to a point.
Setting the trade route in itself isn't really a problem since you can just click the approximative destination on the main map and let the freighter on auto until it reaches destination.
However, i'd like to have some clues on how good a trade route will be, more than "longer is better", before sending the ship.
I mean, hey, i'm going to crush all opposition beneath my heel, my soldiers bravely at my command, my armies undefeatable and my ships which'll touch the sky of every planet in galaxy, but i can't get a hand on a economical advisor telling what the best trade route is or is supposed to be?
Besides, i didn't like that the trade route started from the planet the trader has been build from.
Wouldn't it make more sense to build the freighter (or more accurately a flotilla of freighter) at your shipyard planet, then ask the economical advisor what is the best trade route (between all knowned planets), which can or cannot start from the shipyard planet, and then send the flotilla to go forth the selected trade route?
Economical advisor in this case might be a selection screen: select origin planet, select destination planet, select a free freighter, have a rough estimation of profit and click on the "off to work!" button. Add some advices on the currently best potentials trade route and here you go, a wonderful trading screen.
It wouldn't prevent exploration with a trade ship if you like this kind of trip but personnally i concur with OP on the fact that it's tedious to set up trade routes, especially when 4 or 5 of them are destroyed following a war declaration.
On that last point, by the way, being able to set some waypoints on a trade route could be nice: i'm trading with empire A and the trade routes go through empire B. Empire B declare war => well merchants, please take a detour instead of continuing right on, trying to dodge lasers and avoid missiles, it'll make little me happy 