Why is Bluetooth pairing so difficult?
Bluetooth has a relatively complex handshaking protocol, which can fail if there is corruption of any data packet exchanged during the process. In this case, the handshake has to start over, which slows down the pairing process. The process for pairing devices can vary.
Why my Bluetooth is not connecting to my phone?
Go to Settings > Bluetooth. Toggle on Bluetooth. Then, enable the Bluetooth discoverable feature. Then, try to connect to your device again.