AI's need special training grounds because they don't have the benefit of evolution. If they don't have realistic bodies in a realistic environment they can't learn to solve the problem of locomotion and manipulation. Have you noticed the explosion of "AI Gyms" in the last few years?
As others have said, we're at a good point with vision and control, but hardware is still expensive, and this slows research. I expect dexterous robots in a decade, BD's already got one dancing better than me.
But, humans can currently learn to teleoperate robots (e.g., surgical robots) much better than AI. So, they are dealing with the same hardware, and it is hardware a priori unfamiliar to the human. Thus, at least in these cases, the difference must be in the learning algorithm.
As others have said, we're at a good point with vision and control, but hardware is still expensive, and this slows research. I expect dexterous robots in a decade, BD's already got one dancing better than me.