It's 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 allow 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.
Just because bitcoin core doesn't have a certain feature it does NOT mean there is no standard for that feature. For example core doesn't support any form of mnemonic including BIP39 but that does NOT mean there is no standard for mnemonics!
It is the same with signing messages, I've already posted 2 "standards" for it above but since bitcoin core doesn't implement those people think there is no "standard". Believe it or not majority of developers are copy pasters who would only implement stuff if core did, since core doesn't have it they didn't have a code to "copy".