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Why is philosophy so difficult?

Just think of the kinds of questions that philosopher ask--about goodness and justice, knowledge and belief, meaning and reference, just to take a few samples. There are no roadmaps for answering the kinds of question that (as Nicolas D. Smith said) set you to wondering. Even what counts as relevant to an answer is up for grabs. Questions recognizbly similar to "Does X exist?" "What is the nature of X?" (where X is usually something abstract and very general) seem to be asked generation after generation--but with different standards and criteria for what governs an acceptable answer. Our changing ways of doing philosophy, I think, partly account for the absence of definitive answers to philosophical questions. Our changing ways also partly account for the perennial interest in them.

Why do philosophers become Philosophers, is it purely intellectual or is it because all they are good at is thinking, and why for that matter aren't they out, thinking up the answers to the world's problems?

Although I agree with Alex about there being no general answers to your questions, I want to emphasize one point. Many people think that philosophical problems have no practical import or that it simply doesn't matter whether there are philosophers or not. Now it does seem that a society has to have reached a level of well-being in order for philosophy to flourish: if most people are starving or are living in fear of physical danger, they are not likely to produce people consumed by philosophical worries. However, it doesn't follow that philosophy is just another luxury to be regarded as dispensable. I honestly believe that philosophy is a major contributor to the value of a society. Think of Sparta and Athens. Sparta defeated Athens, but which society was more valuable? In my opinion, Athens (with its philosophy, sculpture, tragedies and so on) contributed more to civilization than Sparta (with all its military might). Solving "the world's problems" is not the only way to make a contribution.