Just started playing Unity of Command 2, and it took me a good couple of hours and half a dozen attempts just to get through the tutorial. It's very punishing with not much room for error - you basically have to have a thorough understanding of how all of the systems work from the very beginning and make multiple very precise moves, because a single mistake can cost you a run.
This is coming fresh off me playing the Operational Art of War 4, in which the tutorial mission involves playing the Korean War as the DPRK. Same story, I tried it multiple times and got completely wrecked every time. There's supposed to be a Chinese intervention to help when you're about to lose, but I guess I was unlucky because I never saw that in any of my attempts.
I don't think this is just a matter of me being terrible at wargames either, because I've played others like Panzer Corps and Flashpoint Campaigns: Red Storm and found the early missions beatable without much trouble and the difficulty curves comfortable.
I can't speak for all the games you mentioned, but Unity of Command is a really difficult game in general. It's almost more of a puzzle game with how little room for error there is.
Panzer Corps is pretty much the peak of WWII strategy games for me, wish I enjoyed the sequel as well