Is it harder for some reason to sign a message using a segwit address than a legacy one? I just signed a message yesterday from a native segwit address, and it didn't seem to be any more difficult--though it's been quite some time since I've had to sign something, and last time might have been from a segwit addy as well.
It not any more difficult to sign a message with a segwit address, but it can be difficult to verify the signature. There is no standard for segwit signatures, so software clients that allows you sign a message with a segwit address have implemented their own. It's been my experience that a message signed in Electrum with a segwit address can only be verified by Electrum.
Bitcoin core allows messages to be signed only with a legacy address, or at least that's how V0.21.0 worked. I haven't tried to sign a message with a segwit address using V0.21.1, but there's nothing in the change log that suggest this has been changed.