Many horse people find them harder to train. Donkeys are a bit less social than horses and have a stronger fight mechanism (donkeys make good stock guardians), and they are a lot more territorial.
So, they have to be trained in a bit of a different way - the problem comes when people apply horse techniques to donkeys. Or "natural horsemanship," which assumes psychological tendencies donkeys just don't have.
Donkey stock guardians in Switzerland. They wanted treats.