I think the way different level of difficulties are implemented right now might need a bit of rework.
I see that higher difficulties give less soldiers at the start, then new recruits have less and less equipment. That is a good start but then the rest of the game has to be made more difficult, not only having the aliens more active and having a few extra enemies on the map.
Give enemies more damage, more armor, smarter behaviour. Reduce numbers of recruits available, reduce number of resources for trade, increase research/manufacture time .... and generally make the game much more challenging on higher difficulties.
If somebody choses a higher difficulty that means they need a challenge - give them a real one.