Except that its not about difficulty but about immersion.
When I play a strategy game where I can make good informed decision, and see the results, I get immersed in the role of a competent leader.
When I play a strategy game with hidden information and huge luck factor, I just get frustrated, because as soon as I understand the mechanics, I see beyond the illusion.
This is why the quest system (and the prophet spawning system in GnK) breaks immersion for me.