Why is it hard to convince some people to do what doctors tell them?

Denial, inconvenienc. Most medical advice will suggest the patient change lifestyle, eating habits, exercise habits, spend money, suffer inconvenience. Most involve delayed gratification - if you do this you will feel better in the future. It is easiest when the suffering is obvious - e.g. Not too hard to get an arthritis patient to take anti-pain medications. Compliance is a major issue for most.