It's just that rally is such a different side of the sport. In F1 you're pushing the envelope of the car across a fairly consistent surface, and you're punished by locking a wheel or sliding, but due to the constants you'll rarely get as far as hitting anything with the assistance of a failure or a fellow competitor.
In rally there are so many variables, and a tiny change in climatic conditions or the order of cars makes massive changes.
You cannot drive in rallies like you can on tracks, and as Kimi found out and as Kubica is finding out, you have to completely relearn your psyche. In rallying you'll probably drive at around 90% to what you would on racing tracks, and that can't be an easy thing for someone who has only ever driven at 100%.
Heck, many of us probably even experienced it to a degree in games, going from racing simulations like Grand Prix Legends, the Nascar Racing series, or even the rather less sim-like Grand Prix series and then trying out Richard Burns Rally?