Why is it so hard?

I've had my latest story on hold for nearly a month now, and the question running through my head is: Why is it so hard to write something?
I guess one reason would be because you have to keep the readers interests somewhere in mind, even if its in the very back where you only look at it once in a while. Sure you wanna write about what you want though, but think about it. There's probably at least fifteen out of 100 writers who added something they didn't want to simply because it would appeal greatly to the audience.
Look at Romeo and Juliette. Shakespeare intended for that to be a tragedy, but he thought it would be too much for the audience to handle, so he added a little comic relief for their sake.
I've written the beginnings of hundreds of stories, but I always stop halfway through, whether I lose interest or lose Ideas. I guess that makes me sound lazy. Especially when, after I scrap a story, I generally recycle the characters into a new story. They are great characters, and I can't bring myself to throwing them away as well after putting so much thought into them.
I love writing stories, and making up characters, so why is it so hard to finish something?