This is not a complete answer, but I would say that the "standard" way to prove the transcendence of $\pi$ is as a corollary of the more general fact that $e^\alpha$ is transcendental for all nonzero algebraic $\alpha$. For general $\alpha$, one has to come up with a general method for dealing with those pesky algebraic numbers in the exponent. But for $\alpha=1$, clever ad hoc arguments are possible. For example, in the book Making Transcendence Transparent by Burger and Tubbs (which I highly recommend as a source for further details), they show how to write down explicitly a polynomial $\mathcal{P}_n(z)$ such that $\mathcal{P}_n(1), \mathcal{P}_n(2), \ldots, \mathcal{P}_n(d)$ provide exceptionally good rational approximations to $e, e^2, \ldots, e^d$ respectively. This proof does exploit special properties of the series $\sum_n z^n\!/n!$ so this perhaps vindicates your intuition that $e$ is easier because we have a nicer series for $e$ than for $\pi$. On the other hand, this argument is a bit circular, because isn't
$${\pi \over 4} = 1 - {1\over 3} + {1\over 5} - {1\over 7} + \cdots$$
a "nice" formula for $\pi$? Well, maybe, but it's not "nice" in a way that lets us prove transcendence! Hmmm…
So I think that the answer is that we don't know of a way to prove the transcendence of $\pi$ that is significantly simpler than a proof of a more general result, whereas we do know some ad hoc tricks that work for $e$. In principle this could change in the future if, for example, someone finds an amazingly simple ad hoc proof for the transcendence of $\pi$, or (less likely) a dramatic simplification of the proof of the transcendence of $e^\alpha$ for all nonzero algebraic $\alpha$.