Missiles go extremely fast. Like
stupid fast. Most ABM systems today use hit-to-kill, which means that you actually have to make contact with the missile to kill it. Physically hitting something that small and fast from a long distance away is hard even if you know exactly where it's going to be. Terminal guidance needs to be very accurate, since in the last second the missiles are a mile apart. With an update rate of about 10 hZ, you have to make your final correction that is accurate to about two feet (the diameter of the missile) over about 1/10th of a mile. That's tough.
Most other missile systems (like surface-to-air or air-to-air systems designed to kill planes) have proximity fuses, and don't need direct contact, they just blow up nearby and throw shrapnel into the plane. That's enough to kill a plane, but doesn't work very well to knock a ballistic missile off it's trajectory.