Because it is far away from what you already know.

Haskell is a fairly simple language, but it very difficult to learn compared to a language I would consider much more complex like Java, because you cannot reuse as much of what you have learned from other languages. All the monad implementations are just a few simple lines of code, and understanding monad is just a matter of reading a few, reading the rules, and doing enough with them until their utility clicks. However, the type of abstraction they are and the way they are used are very different from the programming you are used to that they seem harder to learn.

A simple thing can be difficult because understanding why it works may be nontrivial. However, it remains simple (by definition) if understanding is not affected by complecting factors such as side-effects or the global state of the system. A pure function is always simple, even if it implements a difficult algorithm.

I hold the opinion that complicated things can never be truly easy: they can only have the appearance of ease until there comes a time that you must understand all the complexity.

I'll provide an example in math. Linear algebra is much simpler than calculus. Yet we teach high school students calculus but not linear algebra. Why? Because a lot of the complexity in calculus can be hidden away behind some hand-wavy definition of a limit and consider basically only smooth functions. That way, we have engineered our math classes to avoid the complexity underneath, and we have high school students finding calculus to be easy to learn.