why is probability and statistics a hard subject?

I am taking a course in probability and statistics now. It is at the level
of upper division / first year graduate.

This is the hardest course I have ever taken so far, Yet, I am not sure why
it is hard.

Looking at the math on its own, it is hard, but manageable, upper level
calculus I would say. But for some reason, I find the whole subject hard to
do well at.

May be it requires more experience? more insight? more problem solving
practice? I do not think it is the math skills which is the problem, I think
there is something inherently hard about solving problems in probability and
statistics, which is hard for me to pint point.

I was wondering if others have felt the same way about this subject. And if
you have, did it become easy for you later on? and how did this happen?