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).
The same reason that Japanese speakers often have trouble with L/R distinction, the English ‘th’ sound, and others; things that don’t exist in one language take time not only to learn to pronounce, but to learn to even hear. If you don’t grow up with those sounds, hearing them is harder.
The Japanese r-dan sounds also aren’t mapped directly to English R (nor L, and indeed I hear some speakers pronounce it much more l-like to my ear). It takes practice and exposure.
Edit: forgot to specifically mention things like りょ. If it’s written in romaji, there’s no clear way for an absolute beginner (or someone uninterested in the language) to know. This is why going to kana from the start is a better option.