Noun describing the property of being tricky to reason about

As an alternative, consider intractable which can mean not easily controlled or directed, e.g. an intractable problem is problem for which there is no straightforward and efficient solution.

An enigma can be tricky to deal with. It can be a person, concept, or work. Enigmatic refers to the "problem."

A deception is some thing that is or can be purposefully meant to look like something it is not. An adjective like deceptive might work if you don't need a noun.

Simple looking situations can be misleading in that the solution might involve unseen, hidden, or not immediately apparent complexities.

Sometimes a solution is not immediately apparent (a construction). The worst problems are sometimes said to be political. Some problems are simply deep or elusive.

Seeming or seemingly can change smooth waters into precarious ones.

perplexity (noun)

something that is confusing and difficult to understand

also

The state of being intricate or complicated

Another possibility that I think is a stretch, but may contain the nature of subtle complexity you seem to be looking for is

texture

This application of the word was inspired by the answers and comments to this other question.

"Textured" here is intended to mean "subtly complex"