This is the lie that every functional programmer has perpetuated for the last 50 years since the dawn of Lisp - that somehow, automagically, productivity or effectiveness of programmers increase with the use of functional languages. It's the biggest lie in the programming world, and it was designed to make the uber-geeks of this world, those people that you walk around the block just to avoid saying hello to because…
Reminds me of a quote from Richard Stallman: "Adding OOP to Emacs is not clearly an improvement; I used OOP when working on the Lisp Machine window systems, and I disagree with the usual view that it is a superior way to program."
But I also don't consider functional programming harder. I actually do have more problems with (C++/Java/Python style) OO, even though I like it when it is a real language concept, like in Smalltalk and others.
But I am weird. I consider Assembly to be easier (to learn) than C(++) and Perl easier (to read) than most other scripting languages.
I think it is a lot about the way you think. A language has to compensate the things that are hard for you so you can concentrate on the easy stuff. It's a bit like having different tutorials or teachers. There are people that think similar to you while there are other who think very different. It's a common problem in schools. If the teacher thinks in a different way the pupils will have a hard time.