The skill of balancing someone either leaning toward them or leaning away is something that has to be learned from nothing. We start people leaning towards each other but leaning away is somewhat more difficult. Being balanced when you are both standing up is hard enough but being balanced when you aren't upright is even harder.

For most styles of dancing tango, the colgada doesn't occur very often so you don't get enough practice to make it comfortable. That's the answer. Like most things you want to learn, it gets smoother and easier and therefore more fun once you've practiced enough. (Our teacher used to say "500 times", which, at the time of the comment, meant only 496 left to go, so everyone would laugh.)