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).
To add on to what others have said, making sounds is heavily based on muscle memory for the position of your tongue. In English, R sounds typically have your tongue further back. In Japanese it’s kind of halfway between R and D and it flicks forward quickly so it sounds like a combination of R, D, and L to native English speakers. When they see that it’s an R sound based on the romanji they will default to the their native R tongue placement. It’s a much easier sound for people who can roll their R’s because the placement of the tongue is more similar.
It’s possible to learn how to make the sounds by practice and’s listening but often it will take years if you don’t get coaching on how to place your tongue correctly.