You know what's oh-so-fun with the "harder" difficulty levels in Civilization V? Starting at King, the AI doesn't get any smarter. No, the good idea the devs had to make the game harder was to give them more and more bonuses as you set it harder, making it less and less skilled-based and more and more luck-based since at higher difficulties, it simply is impossible to win even with the best of skills if you don't have the best of lucks. Want an example? On Immortal, they'll be fighting you with tanks and infantry by the 1700s and by the 1800s, they'll be nuking your cities. You most likely won't have electricity by that point unless your main goal was to win by science. If that's your goal, you'll only be behind them technology-wise by a few decades. Nay, the only way to win is by playing the game of intrigue. Bribe your foes to fight each other since the very beginning while you slowly work your way up the policy trees AND get the city states on your side, while doing your best to remain in the shadows, bear the CPU's teases regarding your puny kingdom, lick their boots and hope they think you're not worth their time. The most important thing is to keep a low score. Don't get too big or they'll notice you and annihilate you. Keep below three cities; heck, stay with only your capital if you're aiming for culture.

Below Prince, the game is extremely unfair for the CPU. Above Prince, the game is extremely unfair for you. Technically, the difficulty that requires skill the most is, ironically, Prince (AKA Normal mode). There it matters little if you're lucky or not, since everybody has the same stats. No bonuses, no maluses, all skill.

The game itself is broken in some places. Before you get attacked, your Workers will work perfectly on Automated but as soon as someone declares War against you, they will never work again (which isn't such an issue since as you get better, you'll just control them yourself since you'll be micro-managing everything by that point). Even when you get at peace, your workers will remain traumatized and will always think there's an enemy 'round the corner. Automated will stop working and you WILL need to control them yourselves.

And the thing is, the lack of balance in the different difficulties, extreme dependance on luck and broken AI isn't even an isolated issue. It affects enough people to make the "patch" and "rebalance" mods really popular. You'd think the devs would realize this and include these mods in the vanilla game, just like Bethesda does with Skyrim's DLCs.