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).
Phonotactics.
I believe lots of people know, that different languages use different phonemes (sets of sounds). However, what often goes unnoticed is that different languages also use different combinations of phonemes. The rules dictating which combinations are allowed or not in a certain language are called phonotactics of that language.
So. What you’re noticing is a restriction in the English phonotactics: they don’t allow English syllables to start with /rj/ [see note], even if Japanese does. English is known for allowing some pretty weird stuff, but that sequence won’t pop up in English, so its speakers have a really hard time with it.
And note how all your examples have that sequence:
There’s also the matter that Japanese /r/ is not the same as English /ɹ/. Japanese /r/ is typically pronounced as [ɾ]; I think a lot of English speakers are used to that sound only between vowels, because they associate it with /t/ or /d/. But even if the English speaker in question uses [ɹ] for that Japanese /r/, the sequence is still problematic.
For further info on English phonotactics, check this page. Wikipedia also has a page for the Japanese phonotactics, it’s useful to contrast both.
note: that “/j/” is the first sound in “yes” or in “やる”. It should not be confused with the sound in “jeans” /dʒ/.