Stress
Have you ever seen that act where the guy gets a bunch of plates spinning on the ends of sticks? Now imagine doing that while having twelve people screaming at you, balancing a budget, and chasing the sunset. That's directing.
We hope you have a sense of how high the stress levels can be. What makes all of it worse is the added stress of not knowing if and when you'll work again. There are a thousand reasons that your movie can lose money that have absolutely nothing to do with you.
Guess what? Each of these reasons will always be "your fault." Even the big-name directors have trouble getting their movies made. You? Even if you get to the major leagues, you may only get to play one game.
This is the reason so many directors have such catastrophic (and usually well-publicized) breakdowns. Just hope yours isn'tpublic and maybe you can still do a few commercials before you vanish into oblivion.