Why are lipid-soluble substances harder to excrete?
Short answer
If you understand why hydrophylic compounds can be excreted, than it's kind of straightforward why hydrophobic ones can't - because they are not hydrophylic. 

Background
The kidneys, through the production and excretion of urine, are the major gateway of clearing the body from toxins. Some toxins absorbed in the gastrointestinal tract can be excreted by the liver through the gall system. 

Urine is watery and kidney's excrete water through ion homeostasis. Hydrophobic compounds do not dissolve in water and hence cannot be excreted by the kidneys. The liver has an important role in making hydrophobic toxins water-soluble. Often hydrophilic groups are attached to it in the liver, making them hydrophilic. If that can be achieved, they can be excreted through the kidneys. Hydrophobic compounds that are resistant to chemical modification tend to accumulate in the body in fatty tissues like the nervous system, for example the notorious polychlorinated biphenyls (PCBs).   

Reference
- Chen. Activation and Detoxification Enzymes: Functions and Implications, Springer Science+Business Media (2012)