Good question. My opinion is that thinking in terms of recursive transformations of immutable datastructures is just fundamentally more difficult than the imperative equivalents. My earliest exposure to recursive algorithms was in AP computer science in high school and I remember a lot of the students really struggled with them, both those with previous imperative experience and without. This extra effort can pay off over time though because it makes the overall program easier to understand and incurs fewer bugs than the imperative style. You can also avoid a lot of this if you express your functions in terms of other elemental sequence functions (map, reduce etc) instead of explicit recursion.
Doubtless others will disagree though. Maybe we don't all have the same mental strengths and weaknesses.