You're not alone in finding "rue" tricky, but I think it's more about how we're used to hearing it rather than the word being inherently hard. It's just a matter of getting accustomed to the sound.
The fact that some people struggle with "rue" doesn't prove it's inherently hard — it just shows that pronunciation can vary widely, and without a universal standard, it's hard to say what "proper" pronunciation even is.
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