A long time lurker here /waves
Don't feel too bad about being limited to specific types of strategies on higher difficulty levels. Even on the hardest difficulties, there is still a lot of room for different strategies. For example, there was this one guy here on the forums, who basically made up his economy from
building wonders. Before someone proved it could be done, some people on these forums would probably have said it wasn't possible.
Personally I don't follow all the "accepted strategies" but I still do fine in my games. For example I hardly ever build the pyramids or oracle, I don't usually found religions myself, whip-rush or axe-rush, I don't really know how to run a spying economy, and I get bored with micromanagement toward the late game. I tend to either fight wars very early, or very late (rifles) avoiding warfare in the middle-ages as much as possible. Sometimes I don't even wage any major (offensive) wars before rifling. Despite this, I'm still winning games on immortal.
A lot of the accepted strategies are accepted for a reason, however. I didn't start chop-rushing or specializing my cities until Emperor, but adopting those strategies did help me get over the hurdle, and I can recognize their power now. Also, the game does get more unforgiving at higher difficulty levels. Even when there are a lot of ways to victory, I've found it increasingly necessary to do things more efficiently, and not just doing things for no special reason.
Just remember that the most important thing is for you to have fun. If that involves playing on a lower difficulty level, there's nothing wrong with that. Personally I have fun with trying to do things as efficiently as possible, so it's all good