What is challenging about writing stories with more than one protagonist? Does having two protagonists make anything easier?

Every story revolves around resolving a conflict.

Their conflicts have no intersection other than a plot-collision that (oh, this is good!) puts them in opposition to each other.

Over time resolving these two unconnected conflicts gives you the chance to make the two resolutions somehow require that they work together.

If you can’t write act three after that, don’t call me!