I know that for example, Japanese has words starting or ending with りゃく, りょう or りゅう which is difficult for English speakers to pronounce when they are learning the language. There are words such as 遠慮 (えんりょ), 留学生 (りゅうがくせい) or 略奪 (りゃくだつ) to mention a few, even Japanese names that have those sounds (i.e. 久常涼 or ひさつね・りょ) but they often mispronounce them (り・よ / や / ゆ) which are separate sounds in Kana but clustered together from り (like り + よ becomes りょ).
I’m not really sure either. I learned these sounds self-studying Japanese on my own in high school and I don’t consider them especially hard.
It’s probably just that those sounds aren’t used much in English so the first few attempts are going to sound bad.