One reason - Geography.. Same reason that Scotland was never fully subdued and the Welsh language and culture survived despite the best efforts of the English, Romans, Saxons, Vikings, Normans, etc over the years. Some places are more suitable for warfare and conquest than others, Afghanistan is extremely unsuitable for it..
No one does well in Afghan.
Some amount of battles took place in the country yet there still walking about with flip flops in the snow, donkeys, AK47s, mopeds and can't be controlled.
Think a lot of problems is due to it been the same as multiply countries been made int