Why do the majority of Arabs have a difficult time differentiating between the letter (P) & (B) when speaking ?

Simply because in the Arabic Alphabet there is no direct equivalent of the English letter 'P' and the nearest to it is the Arabic letter that is pronounced as "BAA". So as they learn the English or any language in particular that has the letter or equivalent to 'P' it is expected for the Arabs to have difficulties in pronouncing it. But as time goes by after some practice and familiarity with the letter eventually they could say it properly.

I know about Arabic Grammar. But I have no practice of Arabic Language.

In Arabic Language Alphabets there is no letter which sounds like P.  Nearest sound is B and for B sound there is a Arabic alphabet. They speak only Arabic since childhood.And the accent not develop. And the trend too leads to it.