I understand the reason is that we only detect distant planets indirectly, by looking at the behaviors of the stars they block. With planets in the outer solar system I guess they're too small (angle-wise) to be blocking anything we can easily examine.
The reason that's difficult to do with planets in our own solar system is because we are also orbiting the same star. Detecting exo-planets transiting their host star is possible because we aren't orbiting that star. We could never observe this planet transiting the Sun because it never passes in between the Earth and the Sun. And if it did, we probably would be quite aware of it already.