Were there only white keys on a piano, you wouldn't be asking this question.
Were all our digits the same size and length, you wouldn't be asking this question.
Those are the reasons mainly why some arpeggios - and scales for that matter - are more difficult than others.
It would be impossible to have an 88 note keyboard with only white notes - it would be far too wide. So the black keys are squashed in between the white keys, making the keyboard at least practicable.
Arpeggios use different mixes of black and white keys, with several different patterns used. Where possible, short thumbs are used on white rather than black keys, for obvious reasons. But sometimes even that's not possible, so with the difference in location between black and white, it stands to reason some arps will be easier, some not. And having only five digits is a disadvantage too. If humans had more, it'd be easier to move up and down the keyboard. However, we have what we have. So we need to move hands left and right as we play down and up. That thumb then becomes pivotal, literally, in moving laterally. And it isn't always in the most helpful position.