Well, here are some suggestions: (not necessarily saying that I believe them to be true, just doing a bit of brainstorming here)
- WW2 games model an existing, realistic conflict. This may mean that strategies and paradigms that you're used to from settings which allow more design freedom don't work as well in this setting
- WW2 games may often have a higher level of minute detail, which may be something you're not coping well with.
- WW2 games may be more niche / hardcore / difficult than other strategy games.
- You may simply enjoy the WW2 setting less than others, so your threshold for quitting and abandoning these games may be lower than for others.
I've been a big fan of complex strategy games along the line of Victoria: An empire under the sun, and I'm also a Battletech player, so I don't know if it is the minute details that causes it. Might be the "style" of details though.
It is possible that WW2 games are harder, but I've heard more about Fantasy war's difficulty than I have heard of Panzer General 2's (and the two games are relatively similar)
And I do find WW2 to be done to death, but I'm still able to enjoy games like Hearts of Iron and Company of Heroes. WW2 strategy games in general don't cause a big issue, its the tactical games that do.
I keep getting my ass beaten in Soldier Heroes of WW2 as well. I suck at tactical/strategy games, though. Still everyone i know that played this game agrees with me that it is indeed really hard. So i dont think we are alone there.
That is good to hear at least. I can't even get past the first Soviet level, and I've only been able to get to the 2nd level in the Allies & German campaign, and was feeling rather, well, beaten by the game.
Noticing that you haven't mentioned Blitzkrieg. Mind you, that game is hard as (insert random expletive), but very, very good and very rewarding.
Apparently the expansion is even harder. Never played it though.
I have not played Blitzkrieg, though I have played games using the same engine (World war 1 and Cuban Missile Crisis, the later being incredibly poorly translated)
I have a PS1 game that's hard as hell, Not an RTS... But Tactical-RPG called Hoshigami.
A tidious factor is that if one of your characters dies, he dies for good, and you have to repeat the process of leveling a replacement all over again.
Sounds a bit like Fire Emblem, only with the option of actually replacing dead characters (in Fire Emblem, a dead character is dead, and as the games are strictly linear, you can't go back and level up replacement characters). I am by the way a big fan of the Fire Emblem series, due to how unforgiving they are.
Sadly the only modern console I have is a Wii, so I can't try Valkyria Chronicles.