I think due in part to the fact that although they both made their choices to join a sick man, Kim was very resourceful about it, while Sally is becoming crippled by it. it's always harder when you don't have the tools to handle a situation, even when it looks easy from the outside.
Also, Barry is literally a murderous (conflicted) psychopath, whereas Saul was less psychopathic and definitely less murderous. That can cause anyone to have a harder time to cope with reality.
Shout by PongpengVIP 2BlockedParentSpoilers2023-05-08T14:49:01Z
In term of final season's identity change, Sally somehow has it rougher than Kim Wexler.