Look at all the well established principals of chess and you'll see that all chess axioms are always true, except for when they're not 
There are many things that can compensate for a pawn. Space, king safety, pawn structure, and piece activity come to mind.
Even if everything else really is equal, there are many endgames that are simply drawn even when up a pawn. (Sometimes even more material isn't enough to win!)
So it's true, "you suck and need to get better" is not a good response lol :)
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That said, a pawn up and everything else being equal is a win more often than not. Without seeing your games it's hard to say what you need to work on.
Perhaps the most succinct adage is that the art of winning a won game is to reduce the opponent's counterplay. In other words consolidate your position. Be even more sensitive to your opponent's threats. If you defend while keeping your pieces active and your king safe, then 9 times out of 10 you'll be trading down into a won endgame. If your pieces are not active then your opponent wont be compelled to trade. If your position is not consolidated (your opponent can attack weak pawns, loose pieces, unsafe king) then they're likely to win some material back before the endgame.
If you're getting to the endgame a pawn up, but struggling there, then read an endgame book 
Hope some of that helps.
I have been trying to improve as a chess player for a while now and I have noticed a curious and reoccurring phenomenon. It is very difficult for me to hold onto one point advantages, especially when I am up one pawn. I have read that being up a pawn is all it takes to win going into the end game but this is very difficult for me to do for some reason. Other than the obvious "you suck and need to get better" response. Why is this and has anyone else noticed this in their games?