Alexa's tool crawls your site and ranks each page by how many clicks it takes to get there. Any page that is many clicks away from the home page is going to be very hard to rank in search engines. Pages that far from the home page are not going to inherit enough reputation from the rest of your site. Search engines are going to view them as unimportant.
I can't speak for how well this tool from Alexa actually works, but pages that are difficult to navigate to in your site can be a severe SEO problem.
If the "hard to find" pages are pages that you would like to have ranking, you should link to them more often and from more prominent places. If these pages are:
- Product pages
- Bringing in search engine traffic
It would be worth it to link them better. On the other hand if these pages are:
- Out of date
- Products not in stock
- Low quality
Then they are probably fine as is. You might even want to take action to prevent them from being crawled or indexed altogether. Consider blocking them in robots.txt or adding
noindex to them.