Why is it difficult to make an X-ray microscope?

The microscope device uses short-focus lenses. It is impossible to create lenses that would focus X-rays. The fact is that X-rays have a very short wavelength, and due to this we get a diffraction pattern, which can be used to determine the structure of molecules, the arrangement of atoms in crystals, and so on. And in lenses, the rays are deflected not due to their interaction with atoms, but due to a change in the speed of wave propagation in the medium.