... we say that perhaps one reason is to prevent us from too casually throwing away the knowledge of it because it was so easily come by. For peopel cling tightly to that which they acquire with labour; but that which they acquire easily they quickly throw away, because it can be easily recovered. And so it is turned into a blessing - at least to all whoa re sensible - that this blessing is not too easy.

In other words: easy come, easy go. Perhaps theology is difficult to teach us appreciation. Or, alternatively:

Or perhaps it is in order that we may not share the fate of fallen Lucifer, lest, as a result of receiving the full light, our necks become stiff against the Lord Almighty and we fall from the height that we had attained - a downfall most pitiable of all.

If theology were too easy, we would become proud. So perhaps it is difficult to teach us humility. And there is one more possibility:

Or perhaps it may be to give a greater reward hereafter to those who by their labour and glorious life have here been purified and have persevered in seeking what they desired.

That is, the difficulty of theology teaches us hope, and encourages us to persevere in faith until, one day, we see face to face, and know as we are fully known.

Why is theology so difficult? Perhaps - and Gregory would stress that these are possibilities, not certainties - it is to provoke a mixture of appreciation, humility, and hope. And even if it isn’t, those are good things to cultivate anyway.