I'm actually surprised Go even has a complex type in it, honestly. The places where you'd use it and the types of programs you'd use Go for don't strike me as overlapping much.
This was added in C99 as part of a set of features that were all motivated by trying to make C a more viable competitor to Fortran for scientific and numeric code.
My understanding is that 1) the implementations didn't really deliver in the optimization department, and 2) the most crucial features (like VLAs) remained poorly supported and or/buggy for a long time.
Literals are usually not a big issue. You don't get that much in going from "1 + 2i" to "complex(1, 2)" or something like that. It's value type semantics, operator overloading, and implicit conversions that are usually challenging.
Go doesn't have any form of customized operator overloading. If something needs to look like a number, it has to be in the base language. Stuff that isn't, is second-class even if it's in the standard library.
Ironically, this is the case for big integer / floating-point numbers - you have to write things like x.Add(y, z): https://golang.org/pkg/math/big/