Having played KSP, I'll tell you the answer: it takes a lot of fuel to get a little fuel to orbit. If we could find a way of generating fuel outside the gravity well, like the H2 they claim to have found in the Lunar regolith, that would be so much easier.

But whatever we launch has to be dragged out of our gravity well, weather we do it in bulk, or IKEA style. And doing it in multiple launches is multiple opportunities for accidents to happen.