Why it is a challenge to be compassionate to ourselves?
Because we are in the habit of blaming ourselves.
On the spiritual path, the first rule is stop blaming yourself. This is a rule. If we can apply this rule then you will progress very well on the spiritual path.
See, what is spirituality? What is a spiritual path? It is getting in touch with yourself, the core of your being. Going inward to be in touch with yourself.
If you keep blaming yourself, how can you go near yourself? You will never want to be with someone who blames.
The biggest impediment for meditation is self blame. You can never be at peace, you can never dive inside and you can never transcend when you blame yourself. So never blame yourself.