I feel your pain... but unfortunately I think most people like the fact that it takes so long, and that's part of why dealerships continue to do so.
Buying a brand new car is a big deal and has huge significance economically and, more importantly, culturally. I don't think most new car buyers would be happy if it was as simple as swiping their credit card at the grocery store (though I would be) because they might have buyers remorse immediately after... things wouldn't add up... this is such a huge deal, why didn't it feel like it?
By taking all day, and exhausting you, I think they lessen the chances that you will change your mind or be unhappy with the purchase... because it's going to feel like you just ran a marathon... and no one will walk away feeling like their big day wasn't just that.
Also they love having you in the dealership all day, it's the perfect way to maximize their chances of selling you add-ons with your purchase and have you look at your next dream car.