The theory of algebraically closed field, say in characteristic zero, and of differentially closed fields (of characteristic zero) have much in common: quantifier elimination and (hence) decidability; or more precise things like ordinary Galois theory and differential Galois theory.
However, while examples of algebraically closed fields are pretty easy to give (starting with $\mathbb{C}$ and the field of Puiseux series $\varinjlim \mathbb{C}(\!(t^{1/n})\!)$ over it), differentially closed fields... are not. This paper (Spodzieja, “A geometric model of an arbitrary differentially closed field of characteristic zero”) gives an “explicit” construction of one (for some value of “explicit”), but it is highly technical and involves making choices (in a sense in which $\mathbb{C}$ and $\varinjlim \mathbb{C}(\!(t^{1/n})\!)$ do not), and leaves me nonplussed as to why the whole matter needs to be so complicated.
So, with apologies for asking a perhaps vague question: is there some reason why this must be so? Is there some argument why a differentially closed field “must” be complicated to construct?
A little more specifically, while the field of transseries (or any of the many variations thereupon) is “not too far” from being differentially closed, it isn't: is there some reason why any approach to construct a differentially closed variant of transseries must fail? (The answer may be contained in this book, but I failed to locate it.) I could ask the same thing with germs of meromorphic functions at a point.