My suggestion had less to do with the difficulty level. It just seems that combat is giving you a big edge in your games and tends to end your games early. If you want somewhat more balance and a longer game then these suggestions would help.
Bigger map: It typically takes about the same time to conquer a city, but when you capture 2 cities out of 20 of an AI on a huge map, then that will barely put a dent in that AI while if you capture 2 cities out of 6 of an AI on a small map, then that AI will be crippled.
Aggressive AI: The AI will focus more on military and less on economy. This can hurt the AI in the economic department a bit when you play on the lower levels. The AI barely notices the higher maintenance on the highest levels. The larger military will make it more costly to walk over AI's militarily and will make them capable to harm you militarily. So war becomes a relatively less attractive path to victory. It can even be so that it's best to let the other AI's fight while you try to stay out of it. However, I tend to do some aggressive fighting myself anyway. Wanna have some fun, right!
BetterAI: The mod improves the AI and thus makes the game harder. Especially the latest version seems to be a great leap in AI improvement. The gains in AI ability are militarily and economically. The military gains are more interesting to you, I guess.
Difficulty level: Of course, the difficulty level will make war tougher, but it more generally makes the game tougher, so it's not the change I was trying to suggest for your games.