That's very true.

When something is got easily we tend to forget it's value and do not take care of it properly, so it will leave our hand (by breaking it, giving it to someone else, misplacing it or lose it somewhere).

When you get something after struggling a while for it, you tend to respect your effort by keeping it safe or giving its own respect due to the efforts you had put in. By this, something which you got will lasts for long time as you respect and take care of that.

I will give you an simple example (though its not mine, I noticed this in recent days) -

When a boy/girl looks for their partner to be in relationship, they approach the one who they want and when the opposite person accepts it easily, they both cheer the relationship for sometime and later they lose interest, end up in breakup.

This is an example of what comes easily won't last.

When the same boy/girl fights through lot of problems (family,caste, ego, etc) and struggles to retain his relationship, they tend to end up in marriage and will live together a happy life(though fights appear in married life, they will easily break it and live their life).

This is an example of what lasts won't come easily.

Moral of this quote is - nothing comes for free, everything has its own value and it should have its own respect towards it.