General remark on why one would study simple models:
In the statistical mechanics of phase transitions one distinguishes relevant and irrelevant variables. A phase transition is associated with a divergent correlation length, irrelevant variables drop out of the model in that limit. The lattice constant is one irrelevant variable, which is why one studies lattice models rather than continuum models. The precise form of a short-range interaction potential is irrelevant, which is why one restricts oneself to a nearest-neighbor interaction.
Q: Why is it so hard to prove the existence of solid-liquid phase-transition for a collection of particles interacting with Lennard-Jones potential?
The phase transition is signaled by the appearance of long-range order in the pair correlation function $g(r)$, so you seek to evaluate a high-dimensional integral of the form
$$g(|\vec{x}_1-\vec{x}_2|)\propto\int_V d\vec{x}_3\int_V d\vec{x}_4\cdots\int_V\vec{x}_N\,e^{-\beta H(\vec{x}_1,\vec{x}_2,\ldots \vec{x}_N)}$$
$$H(\vec{x}_1,\vec{x}_2,\ldots \vec{x}_N)=\sum_{i<j}\left(|\vec{x}_i-\vec{x}_j|^{-12}-|\vec{x}_i-\vec{x}_j|^{-6}\right),$$
in the thermodynamic limit $N,V\rightarrow\infty$ at fixed density $N/V$. Such a calculation can only be done numerically, which introduces errors and does not allow for a rigorous proof.
From universality arguments one would expect the Lennard-Jones liquid to have the same critical exponents as the Ising model, and computer calculations (on a system with $N\approx 180,000$) are consistent with that expectation.