Yes, think of how difficult it is at first to say Lju (Лю) from an English point of view. This is because there are no words that have this sound so it isn't something we are accustomed to. Except maybe French-derived words like milieu and lieutenant, but the first is easy because the first syllable includes the l sound, and the second is easy because nobody bothers to pronounce it correctly anyway. I've noticed English-speakers drop the liu from words that are Chinese as well.