That's a good question. I think you'll get a ton of different answers here. I'd say depending on the player, one of:
lack of work ethic
the move abroad is made too soon, developmentally
players are infantilized (a young prospect until they're in their mid-20s), and never develop as much as they should
poor initial development, to start
related to the above - a disorganized, corrupt, and disingenuous system behind the promotion of the players, the league, and the teams
the leagues they move to are just at too high of a level
culture shock
There's probably a bunch I'm missing, but it's a start.