I appreciate their business, but some of them are inexperienced with setting nameservers. In that case, I cannot set up accounts. That can be a major pain.
It's still a minor inconvenience in the web hosting industry. Managing the server is usually the tougher part, when you have tons of users on it, doing different things.
Try showing guides on how to do it with the major web domain companies. It will make it painless then, or you can have them give you the login information so you can do it (depending on the trust level, etc.). It's a pain but a required pain to prevent people from redirecting traffic elsewhere without ever knowing.
You should have good knowledge base developed for multiple domain registrars showing how to update name servers. Many registrars have complicated kind of settings for updating name servers and even tech support guys struggle. Or you can atleast point the customers to domain registrar specific support.