No, it’s not just you, the multiple quotes (sometimes running into loads) drive me crazy. A simple reply is all that’s needed (quoting the original only for clarification).

Sometimes you need to quote a previous message to give your current message context, and so that the reader is more easily able to understand the point you're making without having to go back to the original.

But theres rarely need to quote a whole load of messages in one go, I agree.