Apparently, it is too much to ask because game AI has not really gotten much better in 20+ years. I'm not sure if it's too hard to program or too much processing for a computer to do, but no company has been able to create good AI. You can up the difficulty a little bit by choosing a nation with a harder starting area. For instance, France would be one of the harder locations with potential enemies on many sides and the need for both naval and land armies whereas Maratha would be an easier location with only one real enemy to fight and not much need for a navy to complete the victory objectives.