You're lucky you just have one, Dusty. I always have a malingerer or three lurking amongst the rest.
Most of the time, I think it's due to genetics, sometimes not liking my particular culture. If it's a division of a plant someone grows well, it must not like me. If it's not a division, it's either a genetic dud or it doesn't like me or my culture.
If I really want a particular plant I'll usually try again from a different source, and possibly more than once. If it's not something really coveted and fails to thrive, there's always my trusty trash can.
What really chaps my hide is tweaking culture for a plant, then realizing after years I'm still trying trying with a plant that just sits there sticking its tongue out at me and pouting.
Wake up WaterWitchin'!!! How long have you been trying? Get outta here and give that bench real estate to something that wants to perform for ya!