The sounds my wife can't separate are sounds which aren't separate in her native language - the mapping is trivial. It's the same with others from her country, it just varies between individuals (but strongly correlated with age, and to what exposure they've had to other languages when younger). And believe me, it's not about putting in the effort. But to distinguish certain sounds my wife has to watch my lips - this is particularly noticeable if I dictate and she writes. As for training - she received two years of training (30 hours a week) with expert teachers who knew a lot of tricks for how to hear and (not the least) pronounce sounds. Tricks that I didn't know about.

But I've also seen this with American and some English adults trying to learn Norwegian - a great many of them can't hear the difference between vowels which, to me, are totally different. Can't hear the difference between the words "har" and "her", for example (NB: Norwegian sounds. Not English vowels). It seems to take a couple of years of daily ear training (or rather, brain training). As always, there are exceptions. But those exceptions are truly standing out.

(Added: As soon as there's context or visibility the problem is much reduced - but it's still there, as soon as there's only audio and their language level isn't good enough to "select" the right words from context).