I will let Stephen give you correct answer. Although I would suspect that you can treat it like any large science project that has hundreds of scientists and engineers working on it. For example it can take decades to plan a mission and then design and build all the individual parts. We are generally pushing the boundaries of our knowledge and capabilities so it takes a very long time to put together something that will work in hostile environments.
Yup, it takes a long time, especially as we are doing it in Europe for the first time (we are having to learn as we go and some mistakes are made). The project has been talked about for about 20 years and has started and stopped a few times as ideas developed and changed. The current phase (where the rover is finally really being built) has been going for about 8 years. If we were to make it again a second time it would be much quicker as all the unknowns would have already been identified. As well as the technical difficulties that Phil outlined below one of the challenges that are sometime unappreciated are the political challenges . . . currently the only feasible way of funding something like this in Europe is for lots of countries to put their money . . . the consequence is that the work needs to be split up so everyone can contribute . . . this can be a challenge to put into practice too.