Different employers would probably have different reasons for their opinion.
A couple of issues I have encountered include a lack of education/understanding on the different types of visas available, how the application process works and what employers need to show/do; and employers simply not wanting to deal with Immigration as they feel the outcome is unpredictable (&/or slow) so they prefer to hire people who already have visas. This can extend to employers (and agencies) avoiding people with work visas to reduce the risk of future visas not being approved, even if the person has an open (non employer sponsored) work visa.
Having said that, there are also employers who are more interested in finding the right person/fit and so are happy to do what it takes to make it happen.