Yes, it's more messy.
Basically what happens to the sealant is that most of it coats the walls of the old tyre and, unless you are very careful, the bit in the bottom spills out. Last time I changed a tyre I used the syringe that you can use to fill a tyre via the valve to suck the sealant out of the old tyre, which worked.
Another factor is that if you take a tyre off and want to keep it, it will stay wet, the sealant never seems to completely dry. It must absorb moisture from the air. So they are unpleasant to store.
For me, the biggest benefit of tubeless, though, is that I don't have to change to winter tyres any more. As my puncture risk is way lower I can run fast tyres all year round. That was mainly why I went to tubeless in the first place. I don't ride in ice so don't use studded tyres.
I would say that if you do want to swap tyres, stay with tubes - swapping tubeless is too much hassle.
