Can't speak for CK, but a big difference in difficulty are the rebels, which in DH are a pushover, while in FtG once you expand to provinces that don't have the right culture/religion and aren't cores they are a real pain.
Aside from that, there's less control over the military, so it's also harder to achieve any decisive victory in a war (barring the arguably gamey approach of "covering" each enemy fortress.
However, the one aspect where this game is easier is making money, as you can trade far better than the AI and hoard ludicrous amounts of money.
Overall, I'd say that once you master both games (DH is obviously more complex, but forget about that) FtG is harder.