Delimited continuations are in fact harder to understand, because resumed delimited continuations hit an arbitrarily set brick wall, at which point they return like functions: the value which bubbles out of that brick wall is the return value. Thus they don't represent the true future of the computation. The true future of the computation will not hit a prompt and then stop dead, returning a value to the point where it was resumed. It's like a future ... on a yo-yo string. This is an extra feature. By adding code around full blown continuations, we can get delimited ones and so to understand that we have to understand full blown continuations, and that extra code.

Once you get it, you get it. You then understand that it's better for the continuation not to continue into an indefinite future, and easier to reason about when you know that it's going to stop at a certain enclosing contour, and you will have access to the value bubbling out of there.

Once you already understand it, it's very easy to explain it to yourself.