Because they're the most difficult in the common/semi-common repertoire. Prok 2 is also infamous for being impossible to execute properly live. But they are much better pieces than Khachaturian.
If the ones I suggested are above you, look at Rachmaninov 2, Mozart 20, Beethoven 3, Prokofiev 3, Bartok 1, Tchaikovsky 1, Rachmaninov Paganini Variations, Grieg, Mendelssohn, Saint-Saens 2 or 4, Ravel or Gershwin. Those are a lot more standard for a first major concerto. The Brahms are a step up from those, along with Beethoven 4/5 and Ravel LH, mostly because they require a LOT of maturity.