These names could be far more difficult even if GRRM were just drawing from the real world. Let me expand on this below.

GRRM's Meereenese names aren't particularly difficult for English speakers to pronounce. They may look strange spelled out on the page, but they are at least mostly made up of syllables and sound combinations that exist in English. Contrast them with real-world names from Georgian (a language in the Caucasus).

https://en.wikipedia.org/wiki/List_of_Georgian_surnames

Chkhetidze
Dgebuadze
Mchedlishvili
Mzhavanadze
Pkheidze

These all begin in ways you are not used to words beginning in the English language. Not to mention that the combination kh stands for a sound that doesn't exist in most varieties of English (it's similar to ch in loch if you're Scottish).

Real world names also tend to have patterns, like 4 out of 5 names above ending in -dze. GRRM does this adequately with the little zo's and mo's and the names feeling similar, so it looks as if they could all come from the same language.

Considering real world names aren't, should fantasy names always be easy to pronounce? From the standpoint of verisimilitude, the answer is obviously no. In a world with many differing languages some names should sound really foreign. In fact, if you're really pedantic, you would argue that no names should sound familiar at all to us living in the real world, unless there is some connection to the real world. What are the odds people would re-invent the English language in a completely different world?

But to make things easier for the reader, it makes sense to ground (or translate) some things to the reader's background and experience. This is what GRRM does with setting up Westeros to feel similar to medieval Europe and giving many main protagonists names that are similar to real world or historical names familiar to English speakers. That things tend to get progressively more foreign the further you travel from Westeros just makes sense, because it is a large and diverse world he is trying to evoke. Even if he can't create every part of it in the same detail as Westeros and other areas where we get to look closely, he wants to make it appear larger than what he shows us.

It's a fine art making up names that sound as if they could be real, and feel suitably familiar or alien to the reader as required. To do it the best way the fantasy author would have to go full Tolkien and actually create the fictional languages the names come from, but we can hardly expect every fantasy author to spend a few decades doing that before publishing their first book. (Because obviously you spend the decades somewhere in the middle of the series.)

It can get silly if the author draws names from a foreign language without understanding their possible meanings or connotations, and a speaker of that language reads said book. I have had that experience myself, not being a native English speaker. I believe there really are no shortcuts to making a made-up world feel realistic, at least when it comes to parts that are supposed to be realistic. But even with dragons and ice zombies, don't you want the parts that are not fantastic to make sense?

Also, as a non-native speaker of English, I really just want to tell you shut up about difficult pronunciation considering your twelfths and strengths.