it's pretty fucking hard. only six countries in the world produce helium, and you get engineering challenges that don't exist anywhere else. for example you can't use any grease on helium turbine bearings in the lower temperature stages because all of them freeze, so the solution is to use gas lubricated bearings. this is some serious precision engineering that has to work in extreme conditions
it's also hard because the simpler way of liquefying gases, like the one used for nitrogen that uses no moving parts in the coldest part, fails for helium, this makes liquefying helium harder than any other gas. it's also hard because of limited availability. it's hard because of massive capital costs and lots of custom machinery. it's hard because of scale required. about any other compound can be manufactured without at least some of these problems