Handling "a lot of states" (rather, a large state space) is a hard problem in any paradigm.

Pure languages make this complexity apparent, and thus gives the programmer a true sense of how hard it is to do right. This makes it seem "harder" than in impure languages.

Impure languages let you get away with handwaving the state space, which – to be fair – is often enough. But when it isn't, you pay dearly for it after the fact.