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Here, if you look at the campaign, the most challenging part is the very beginning; the Warrior has just enough troops to be able to fight effectively.
If the start, up to exiting the first dungeon, were easier, then playing as the Hero would be more viable, especially since the difficulty selection primarily affects the battles up to and including the first garrison. If the number of troops at the start were made static regardless of the difficulty, then choosing a higher difficulty would only increase the AI's intelligence and the size of its army in the remaining battles, which would actually make it more interesting.