It is awfully slow indeed but you have to make those moves in a real board while reading the book.
Visualising moves from notation.

It's hard, but I think it's key to becoming a good player. I'm slowly getting better....maybe 5/6 ply on a good day :-)

Sometimes I'll use 2 boards when reading a book, a little magnetic board that never strays from the main line and then my big old board and pieces to play out variations. You don't get lost that way, but then you never get much better at visualization either.

I think it depends what you want to do. If you want to look through a Master game and learn from the moves, not getting too bogged down, then use a board (or 2). If you want to try to improve your visualisation skills then you need to put the boards away and work your way through it slowly. You win both ways.
I see most chess literature, even on the internet on sites like chess.com use algebraic notation. It's easy to follow the moves for me if there is an interactive board included in the articles (which it mosly is) with the moves/variations can be viewed graphically with the comments, but this is obviously not the case with books, or where the author discusses a lot of variations and does not include them in the game widget.
So, am I supposed to be able to visualise the moves as I read a book? I'm finding it really hard, and setting up a real board or a chess GUI and manually checking coordinates everytime and placing the pieces is awfully slow. Not to mmention if I mess up a move I reach an illegal position later on and I have to go all the way back.