What's the most frustrating thing about the publishing industry?

What made you choose self-publishing over traditional? Did you try traditional first?

My wife and I are both writers, both multi-published, and we have tons of writing friends all over the world. But it took us each about a decade to 'break in' and the whole time it was almost like there was this line in the sand between 'published' and 'not-quite-published' or even self-published writers.

Nobody writes you back. Nobody gives you clear answers. You always feel like you're right on the cusp but you don't know if success is one day away or another ten years.

Today we are lucky that we don't have to deal with the 'breaking in' part anymore. But I'm curious – what parts of publishing (self-publishing or traditional) have you found easiest to navigate? What's the most frustrating? What makes you want to bang your head against the wall?

Extra points if you have actually ever banged your head against the wall.