It is indeed harder.  I can write out the rules and build up a universe in like 1-2 days.  Hell for the kicks of it I wrote out like 4-5 settings in like a day or two because world building is easy.  Of course said universes were written in sprints and without regard for revision and were pretty similar, but different universes regardless.

But than it turns out everything's a elaborate frame with a scribbled in doodle.  Mind, when I think of characters I have in mind individuals that are relatable who are also products of the setting.  Not simply a player's hand puppet into a setting.  For whatever reason I find it harder to build characters in RP settings than I do settings where I don't need to always be worried that someone will add some large faction that totally alters the political landscape and history of a setting.  In space opera RPs that fear is quite warranted.