I was also a double major in mathematics and philosophy as an undergraduate (at a state university in the U.S.). I think that both are incredibly important, and I'm happy to have both under my belt. Actually: philosophy was my primary major, mathematics secondary. (This confused a lot of my instructors in higher-level math courses looking at the course registration roster.) Now I'm a lecturer in mathematics.
The truth is, anything in a STEM discipline is simply harder and less forgiving of errors than in courses in the humanities, and this is one example of that. STEM courses like math have problems which are practical and have answers that are clearly correct, or clearly incorrect. In graduate school I once had a four-page proof returned with simply the word "No" in red at the top. The humanities, like philosophy, generally accept a wide variety of answers as long as some background justification is given; and grading is generally much more generous (for a variety of institutional and supply/demand reasons). There's no paper I could possibly write in philosophy for which the response is simply "No".
Now, proof-based math courses are the big leagues. Some people do advanced proof math competitions all through their youth and teenage years before turning professional. Many colleges have a sophomore-level course such as "Introduction to Proof" or "Bridge to Advanced Mathematics" or the like. Fortunately, I had a very good such course where I went to college (and there the professor was delighted to have an apparent philosophy major on the first day), and it at least gave me a fighting chance in later courses like Abstract Algebra and Analysis (love the former, not so much the latter). Maybe such a transition course does not exist at Oxford?
On the other hand: Yes, you can BS philosophy. Not that I'd personally want to. Some might say that's the very essence of philosophy -- but, of course, others would disagree. Hence the point.
Consider also the comments to this question which in turn spawned this question. Everywhere we turn, at every level, no matter how much anyone doesn't want it to be, math winds up being the bottleneck/filter that distinguishes between people who can really do it, and those who can't. I personally refer to this as the brutal honesty of math.
Edit: If it's true that someone is struggling with the transition to proof-based math courses, and lacks a transition course, then my top recommendation would be to look at Richard Hammack's Book of Proof (free, open educational resource) -- ideally before their next course starts.