Why did Darwin say "the misfortune to undertake"?
If you read the subsequent paragraph it is clear that he is speaking of the difficulty in drawing borders between species.

It is not possible to draw definitive species boundaries, especially if you follow species over time  rather than classifying organisms with a snapshot in time: these issues come up time and time again on this Stack. Some examples:

How could humans have interbred with Neanderthals if we&#39;re a different species?

Usage of &quot;lineage&quot; over &quot;species&quot;

Transitivity of Species Definitions

Because all species descend from common ancestors, there is a time at which any two organisms shared an ancestor. For related organisms, you can recognize that shared history, emphasize the similarity and at some point group two subspecies together as one species, or you can focus on differences and separate them. Whichever you choose, someone can argue that the species should instead be separated or grouped.

Ultimately, the distinctions are based on somewhat arbitrary decisions, and counterexamples are abundant whichever rule you try to use (for example, a rule that organisms that have viable offspring should be considered species renders many examples that one would argue should be separate species, and examples of individuals that should be one species that are nonetheless not able to produce viable offspring).

It's not so much the misfortune of the task being difficult but rather of it being not possible to come to a definitive answer.