I'm not sure I agree that bipedal walking is so much harder that airplane control. It depends on how you look at it.
Many robots can walk (bipedal walking) and many airplanes are difficult to control because of their flight characteristics or the flight conditions. It is easier for robots to walk in nice conditions. There are many weather conditions too difficult for many airplanes to be controlled in. Occasionally some of those airplanes with hundreds of people in them crash because of this.
But let's focus on what makes bipedal locomotion in robots hard, and why walking robots are not in everyone's home since I think that is your real question.
Walking requires understanding and reacting to how the environment and gravity will apply forces to, and move, your body. Most walking robots measure the orientation of all their parts and have an inertial sensor (like your inner ear) that tells them how they are oriented with gravity, and so they can predict (and control) the influence of gravity on their motion.
Understanding how the environment will apply forces to you is more difficult. Walking on a hard, smooth surface is easy because you can make assumptions about what the contact between the foot and floor is like, and what the friction between them is. Many walking robots will have a force-torque sensor at the ankle to help measure these contacts. Some will have contact sensors in the sole of the foot.
If you try to walk on an irregular or unstable surface, it becomes a lot more difficult. You can no longer make assumptions, but instead have to estimate in real time what the friction of the contact is. This is difficult to do without the right sensors, and if the robot was designed with a bunch of assumptions about the walking environment in mind, it will have a hard time in a different environment. If you estimate the friction and foot support wrong, the robot slips and falls.
That's foot contact... but of course, when we navigate through an environment we use our hands for stability, we might lean against something temporarily, and we bump into things and recover from that. If you go look at the research being done in humanoid robotics, you will see that different projects have investigated (and to some degree, solved) all these problems.
Now think of the things that cause your walking to fail. A small lip that you did not see in a doorway will trip you. A step that is a different height than the others can cause you to stumble. A surface you are standing on that collapses will cause you to lose your balance. A good walking robot will have to perceive and control for all these things. So not only do we need control for walking, and control for exception recovery, but also good perception and environment models to predict where we need to change our control to a different, more appropriate approach.
The problem becomes very complex. It's not a control problem, it's a total system of perception, planning, reflex, and control that needs to be designed. Each year we make progress, but there is more progress needed in creating a system with all the sensing, sensor fusion, processing and actuation needed for good bipedal locomotion in human environments.
Why is it so hard to walk? If I had to pick one, I'd say that perception is the area that needs the most work, rather than control.