It isnt difficult. Just takes practice like anything else. It isnt taught because many coaches think this is only reserved for the competitive elite player. I say it isnt and should be taught like hitting a groundstroke or overhead.
Practice by standing around the baseline, and have someone feed you a mid court semi-lob. Then run up to it and hit it when the ball gets shoulder high.
I think the swinging volley is an excellent shot to own.
Former USPTA Teaching Professional
Volkl Tour 10 V-Engine Mid/Luxilon Big Banger