I'm not sure (I've only met a couple of adult mules - we don't have many in England), but I think it's not so much that they're more difficult, as that they're different from horses. If you have a lot of preconceptions about horse-foals, you may actually have a harder time with mule-foals than someone who's learning from scratch, unless you're willing and able to partition off all your existing knowledge and instincts so long as you're dealing with the mule. Sort of like the way as a flautist, I sometimes (instinctively) try to use flute-fingerings on other wind instruments - it doesn't work so well!