The tricky part is handling of all specifics of SSL connection ( certificate validation, client-side authentication with certificates etc.). Also, Windows CryptoAPI doesn't support (until recent Windows version) some important cipher suites, such as AES-based and Camellia-based cipher suites.
There are some FTP-only quirks as well. If you work with just one or two servers, things might go ok, but when you deal with hundreds of various server software titles, you see the problems.