Otus comments on Beware Trivial Inconveniences - Less Wrong
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"I don't know of any unifying psychological theory that explains our problem with trivial inconveniences."
I suspect it is simply the combination of uncertain outcome and an opportunity cost. If I'm surfing the web and meet a wall, why would I go through even a trivial effort, when I can just hit back and click the next link? Perhaps most don't expect higher utility from reading a blocked page than another one.