Very true but the other side of this is first class continuations are no worse than compiling try-catch semantics, and hygienic macros are still just macros so the complexity is kept simple (sort of. maybe simple isn't always so simple).

The other thing that makes languages like scheme difficult to compile are those closures. In fact, the book, the implementation of functional programming languages, Jones (1987) didn't do it at all! No closure conversion at all. They just compiled to a letrec in the g-machine.