The capacitated vehicle routing problem with stochastic demands (CVRPSD) is a variant of the deterministic capacitated vehicle routing problem where customer demands are random variables. While the most successful formulations for several deterministic vehicle-routing problem variants are based on a set-partitioning formulation, adapting such formulations for the CVRPSD under mild assumptions on the demands remains challenging. In this work we provide an explanation to such challenge, by proving that when demands are given as a finite set of scenarios, solving the LP relaxation of such formulation is strongly NP-Hard. We also prove a hardness result for the case of independent normal demands.