Because when you start reading the books you're thinking "Wow, she's going to become a super sword-fighter/ face-changing assassin in a world of princess Sansa's. Ace."
Then the books progress and her storyline really doesn't, just becomes endless training montage excerpts that has been dragged on while the other main characters go about their business.
I have been disappointed at how slowly it has taken to progress and I think she really would have benefitted as a character if GRRM went ahead with the time skip he intended so that he could fast forward through the training.