Change difficulty settings

Single Player menu -> Custom Game

Set any slots that you don't want to "Closed" and set the rest to "AI'. You can also pick your personal difficulty level.

What it seems like, according to that screen is that the AI always plays at "Noble" level. When you pick various difficulty levels, you're either handicapping yourself against the AI, or giving yourself an advantage over the AI.

(You can even do this in multi-player games. Let the newer player use lower level difficulties, while more experienced players play at higher difficulties. The newer player gets an easier time of making units, researching and expanding while the higher difficulty players operate at a disadvantage.)
 
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