You can, see How to prove you've made a payment. But maybe you mean that you can't prove "someone" made a transaction if this "someone" is not you, and in this case you're probably correct.

However: is this enough to make it "more difficult" to use? Who would need to prove that someone made a payment, if he's neither the sender nor the receiver?
Sending and receiving coins with XMR is as easy as with all other coins (although the addresses are quite long, but that doesn't make much of a difference for me).
 
I don't see how. In general I think coins like Ethereum with all the possibilities turing-complete smart contracts provide are much more prone to scams. On Ethereum those selling you a token can even freeze it at all times and you won't be able to sell or use it anymore. You can of course check the Solidity code, but how many people do that?