It's not painfully confusing to some people, it is confusing to ALL people. It's just that some have settled into a sort of hazy ambiguity and have learned to live with it rather than growing in the knowledge of God from the Bible. The doctrine of the Trinity is a show stopper in regards to growing in the knowledge of God.
Not all things confusing are "painfully" confusing.
Many will find the Trinity at first simply to be confusing if they have established a trusting in God.
Its when they have an ego/pride problem to deal with it becomes painful. They hate being made to feel dumb. They react...
Those who become humble in spirit have no problem when feeling dumb before God.
It becomes an expected part of the learning process.
“For my thoughts are not your thoughts,
and your ways are not my ways.”
This is the Lord’s declaration.
“For as heaven is higher than earth,
so my ways are higher than your ways,
and my thoughts than your thoughts."