I took a coursera over a year ago on the R programming language. One of the last projects was getting data from SQL into R. Doing this required installing mysql. Almost no one was able to do it, and the instructor gave up and declared it was optional. I don't remember the technical details, but it was a big complex beast that was very difficult to figure out and didn't work right. It left a bunch of crap on my computer too, starting up some kind of server on startup.

Not to say my issues couldn't be solved. Just that it's not beginner friendly and to explain why people might be terrified of it.