The reason it is harder on the highway is because you have to watch others changing lanes in front of you, more cars cutting you off and cars passing you on either side of you, where as on city streets you are pretty much on one lane roads. New drivers find it easier to drive on local city streets for a while before attempting highway faster driving and having to have ten eyes alert and aware.
Once you start driving on the highway and you get used to it, you find that you were foolish to be afraid of it. But that is human nature as with anything to be fearful until you get used to it.