Well, it's burdensome when you're only working on a development server, and/or you aren't performing any long-running computations. (Note that, in Webware, restarting the server doesn't cause any lost connections.) In a web environment, long-running computations aren't used that often, or if they are you might already have mechanisms to keep them running outside of the main server process. But yes, you have to consider how you'll restart the server safely.
I can imagine it would be more of an issue if you were using objects that were persisted for a long time, and you wanted to upgrade those objects and maintain a list of "patches" that you could use to upgrade other objects when you deploy the software (though that's a challenging problem in itself). That's not generally a style that's used a lot in Webware, and probably not the style used anywhere where you don't have an object database.
And if you have an object database... well, then you really do need to upgrade objects, and with considerable robustness and with a formalized process. But that quickly becomes a quite different discussion.