Yes, complexity is meant to be hard. The real world is nonlinear, multi-dimensional, massively inter-related, and well... complicated. Simple and linear models are great, because they help us zero in on the aspects of the world we wish to understand better, but all models of reality (by definition) have limitations. The problem is not at all in using simple models, which are extremely useful. The problem is in forgetting about their limitations and assuming that they are always correct. They never are, or at the very least, never forever.
[Inspired by "The Opposable Mind", by Roger Martin]