The interesting result is that on expert difficulty I play the game somewhat differently. The desired effect is that at higher difficulty I play a tighter game, taking more care to optimize. But I also noticed that I am less willing to start a battle when my army feels too weak for it, and so I use optional repeatable content to grind an extra level and feel more ready for the challenge. In the end, the difficulty is somewhat self-adjusting: The added grind makes the higher difficulty level easier again. Playing the same battle under-leveled at tactical difficulty is not so different from playing it over-leveled at expert.

In the end, I decided to continue my main game on the tactical difficulty. Raising the difficulty mostly affected the time it took me to do something, and not so much my enjoyment of the game.