Neither are a walk in the park (in BI, nothing is) but the ERE is much easier.

Religion issues are present, but it's nothing compared to the Pagan/Christian rift that's ripping the WRE apart. In addition, financial success comes fairly easy.

The main thing that makes the ERE easier is, for a while, they only have to worry about one enemy - the Sassanids. It allows time for forces to be built up in the west of the Empire (Greece) to face off against the Hordes. Compare that to the WRE where just about every barbarian faction is gunning for you right from the start, not to mention the Western Rebels that will surely pop up.