Why aren't more parts of spacecraft commonly reusable?

As I'm looking at the Soyuz plans, the three parts don't seem all that different in terms of survivalibility. The orbital module resembles Voskhod which was meant for reentry. The Service module seems quite similar in shape to the Descent module. I understand the fragile solar panels wouldn't withstand the reentry, nor would most of external parts, but wouldn't a coating of ablator and a parachute allow to recover most of the systems for refurbishing, even with the structural elements bent out of shape and burned?

What is the hardest part of making a module (partially) reusable? What's so expensive that letting it burn in the atmosphere is cheaper?