There are lots of challenges that come with building electronics at the nanoscale. One of those problems is that materials display different properties at that size. Another is that it becomes harder to control electrons. And since electronics are based on channeling electrons to get results, that becomes a problem.
It boils down to quantum physics. The nanoscale world is one in which classic physics don't necessarily apply. For a transistor to work, it has to be able to either allow electrons to pass through or block their pathway. But electrons can be sneaky -- if the material blocking their path is of the right substance and is thin enough, the electrons can jump right through as if nothing is there at all. Quantum physicists call it electron tunneling even though electrons aren't literally digging through the barrier.
Solving a problem like electron tunneling isn't a walk in the park. It requires experimentation with different materials to discover which are more resistant to electron tunneling than others. Then it takes new production procedures to build microprocessors with elements at the right scale. It takes even more work to standardize those procedures so that the company can mass manufacture the new chips.
A lot can go wrong during this phase. If the material for the electron gates isn't just right, the microprocessors won't work properly. Electrons will leak through, causing processing errors and instability. Leakage can also contribute to heat production and too much heat spells disaster for microprocessors. And the small size has other challenges, too -- during the manufacturing process, even a single mote of dust can ruin a chip. Dust particles are much larger than the individual elements in a microprocessor.