The big obstacle for spinning artificial gravity is that it won't really work on a small spacestation. It has been not tried because we never had the option of a so large station where it would make sense to try - I'm not saying that it's not hard, however, the fact that we haven't attempted it is not evidence that it's hard, it's fully explained by the needs and restrictions of our size-limited spacestations like ISS for which each module is limited to a 4.5 meter tube because of launch vehicle limitations.

Another reason why it's not done is because one of the reasons why we have a space station is to do microgravity experiments, and having artificial gravity only hurts that.