Well, a few points from my perspective.
-Rogue Trader starts after you've left the middling peasantry of lower level play behind. You're big important guis with a lot of money and a license to go big and go bold. There's a lot of room of growth from that point (from a house with one ship to a house that commands an entire fleet) but the scale can become....unwieldy as a GM.
-My group in particular has a faction that really dislikes low level gameplay. Or at least, their appreciation of the progression curve in many games is pretty worn out. We're a group of 30 year olds, so, we've been around the block in gaming for a long time and some pretty strongly held opinions about what is fun are had.
-I'm sort of the only person at table who was, initially, genuinely enthusiastic about "scope." Most of my other players primed themselves for a sort of pulpy, swashbuckling adventure that requires, to be honest, almost none of the scope Rogue Trader offers. So they basically interpreted all the wealth and potential at their finger tips as "buy best craftmenship everything in the first couple sessions." That said, I think they're starting to understand how to make the scope work for them in ways that aren't boring. Understanding how to narratively describe how they use all their resources to get stuff done. There's a fuckload of things to consider in RT, dozens of ways to do things from personally to impersonally. And it all takes a while to absorb.
-So the more the scope increases, the harder my job gets. Not like, sitting down and drafting documents and ideas and stuff. That comes naturally. It's at table where it starts to become an issue. Both in remembering all the shit you've written up and remembering to use it at table, and giving the PCs an enjoyable challenge given they can approach any situation from boots on the ground to commanding thousand of soldiers and nuking things from orbit and anything in-between. I start needing to deliver satisfying narratives that account for way more than your traditional dungeon crawl/audience with the king/etc... I've done pretty good so far playing a lot off the cuff but it's the kind of thing that can quickly get out of hand and get away from you. In this situation for example, if I really rewarded the PCs for this adventure.....I could easily be looking at something like "We buy 1000 Leman Russ tanks and bring them with us." Or an entire second ship and crew to factor into things. Shit I can barely remember to roll attacks in combat for the 13 bodyguards in power armor that follow them around wherever they go, mostly because there's not a great way to both have a personally satisfying combat for the party that still actually utilizes stuff like hordes of NPCs with great gear.