I've never thought the game was too easy. But on the other hand, if you lost characters often, and failed every other scenario, the game would lose much of it's fun and probably wouldn't have as many non-gamers actually playing it! I alone have converted 4 non-gamers into really enjoying this game!
Anyway, here's my thoughts on difficulty. I have three groups ranging from 3 players to 6, and anywhere from the Perils base adventure to AP2 so far. I think the game is harder with more people. It might be because you get less turns, or you have the same number of cards to help assist 5 other players rather than just yourself and one or two others. Most likely, it's both.
Local Heroes was a snap for my group of 3. Yet the group of 6 failed because they ran out of time (including the use of a Holy Candle!) The second attempt, we made it with one turn to spare, and we purposely focused on closing locations quickly instead of maximizing loot.
Dying doesn't happen that often. The two times it did were primarily due to misunderstandings of the rule. My brother-in-law burned through his deck recklessly under the assumption that a Cure spell could bring him back. The other instance, my friend burned the last of his cards in a hail mary attempt to defeat the villain, and failed, hence having to reset his hand and dying.
I would have to say that most of the posts about the game being too easy seem to boil down to rules not being followed due to misunderstanding or house rules. Yes, we all miss a rule now and then. It's a complex game and even after becoming fairly proficient with the rules, I still failed to remember to roll a d6 each time someone picked up a Haunt. We don't play at a table in a quiet room like we're taking our SATs, we're socializing and having fun and discussing strategy and rules and trying to teach the newcomers how to play (and which die is the d8. No... that's a d10!)