I am fortunate that most songs that I would find difficult (and by this I mean frustratingly difficult) tend to be metal songs and I don't care for a lot of metal. Naturally there are exceptions, but generally speaking. And since I play and enjoy multiple instruments chances are that if I find a song frustrating on my main instrument (pro drums) I'll enjoy it on something else. So I buy what I like.
There is one notable exception- Soundgarden's Jesus Christ Pose. I love the band, I really like listening to the song and I have everything else by them. Despite that I'll probably not purchase it because I already know I won't enjoy it and would probably never play it. I've played the song in real life in a real band. It frustrated me to no end. I'm sure all of us from time to time come across a song that, for whatever reason, no matter how much we like it or practice it or want to enjoy and master it, we're just not going to. That's one of mine, so I think I'll stick to listening to it.