Well it has already been explained, but it was due to her personality.
In The Last Airbender they made it appear that the element opposite of the Avatars primary nature would be the most difficult one to learn. For Aang this was earth and for Roku this was water. However in the Legend of Korra they slightly changed that interpretation.
Korra had trouble learning air because it was opposite of her personality and not opposite of her primary nature. However a person's personality is normally a reflection of the social community you grew up in. Each bender doesn't just learn to bend his element, but it's accompanied by a philosophy. So a bender's, and also an Avatar's, personality is strongly influenced by the philosophy of their element.
So in that regard the original explanation still is true, only now it's just that an Avatars personality got influenced by the philosophy and spirituality of their main nature. So Aang, as an airbender, developed a personality based on the airbending teachings, which are opposite of the earthbending teachings.
With Korra however it seems that her personality wasn't that strongly influenced by waterbending philosophy. The reason why she was still so good at waterbending is simply because it was her first nature. I dare say that if she wouldn't have been a waterbender, water would have been the 2nd most difficult element for her to learn after air. Personality wise she's more a firebender than anything else (which is also shown by the fact that she uses fire the most).
Air was the element that was the furthest away from her stubborn, wild and unruly personality.
