For me, it's been living in furnished houses. I loved the last place we lived in the US, and I was finally pleased with how I had my home furnished and decorated. Not that we had high-quality furniture (grad student budget!), but I pulled it together so that it functioned well and looked good.
And then we moved to the UK, and for several reasons it made more sense to put most of our stuff in storage. But I've really hated the furniture in both houses we've lived in here, and I miss having my nice things around. Between that and not having a car (not to mention the dishwasher or tumble dryer), I feel like my life has sort of reverted to that of a grubby student. At almost 30, that's rather depressing. Although it's more about my particular life situation and less about the UK per se, it's been a real barrier to feeling settled here.
For second place, I nominate the short winter days.
