I've never played a harder game than StarCraft II, except maybe StarCraft I.
Most multiplayer games are hard, but that was BRUTAL. Absolutely BRUTAL. It activates your fight-or-flight response, because that game always demands way more than you can give. It is by far the most anxiety-laden, frustration-riddled game I've ever played. "Ladder anxiety" is a now a common term because of that game. Some people break their computers, other have to go on walks after matches. Some just can't play without a friend on their team. Ranked 1v1 is this cold, dark, scary place.
The reasons why it is so brutal:
#1. The game demands more than you can give. (In attention, reaction time, APM, critical thinking, etc.)
#2. Only one person wins. (There are no draws or prizes for second place, only one person comes out alive.)
#3. It's always your fault when you lose. (As much as people complain about balance, there was always something they could have done to win.)
#4. It requires a ridiculously high time investment to even learn how to play the game at a medium-high level.
#5. No matter how good you are at the game, you always suck at it.