I don't know if it's harder but when you're playing a real person you want to honor their memory - even if they're a criminal or someone that the public loathed. That can be challenging.
As a writer, I'm more interested in what people tell themselves happened rather than what actually happened.
I always, always meant to be on stage. I only ended up even auditioning for television and movies because I was understudying a Turgenev play on Broadway and was so broke that, when I got a mini-series, I had to take it and was so ashamed because I was such a snob.