Why is it so hard to change the color of an object to brown?

You don't need multiple masks, you can simply combine multiple adjustments within the single mask as applied by your (for example) brushed selection. Almost never in Lightroom Classic is one adjustment going to suffice alone! 

Brown is indeed (more or less) an orangey yellow, but darkened. Thus you will need a tonal change plus a hue change. In LrC these two are kept well separated. I like to go partway towards such changes in White Balance, to maintain some of the original lighting feel, finishing off the effect with the colour overlay tool to intensify and tweak the hue. Plus for the tone aspect e.g. negative Exposure.

Another tack might be to (in local) use  Tone Curve: dropping the Blue curve quite a bit, maybe the Green slightly, with the Grey (luminance) curve brought right down to make the wall brown and not just yellowy. Both approaches shown below.

Here’s my try. It’s based on the uploaded screen shot, so it still includes the on-screen controls from the screen shot. First I targeted the wall color with a Color Range mask. Then, in the mask settings, I first adjusted Hue, because that tends to be a good starting point for color replacement. But it needed help from Tint, and also, to make it a dark brown it was necessary to also make adjustments in the Tone panel. In the end, it’s just one mask, with adjustments in only the Tone and Color panels.

One reason it’s hard is because most of the Lightroom/Camera Raw color controls are for tuning colors photographically, not for complete color replacement which is a lot closer to a graphic design task (as opposed to simply adjusting how it was in camera). Color replacement was even harder to do before they added the Hue adjustment.

Color replacement is still easiest to do in Photoshop, where you can just mask off a Solid Color fill layer and then adjust its blending mode and opacity. Photoshop has more of that type of heavy retouching tool.