No, not at all!
I remember beating Birthright Normal/Classic on my first ever run without too much trouble, except that the annoying RNG caught be a bit off-guard. I tried Conquest next, but was soon forced to lower from Classic to Casual and I still struggled. Revelation was great, except for so many gimmick mechanics in the later maps.
Now, after beating them a few times, I decided to increase the difficulty. Revelation Hard was challenging but never too overwhelming for me. I only had to master making decisions regarding Attack and Guard Stance (on Normal, you can fly through everything on Attack Stance without much trouble). Birthright was less tough even. Only a few chapters gave me trouble like Camilla or the Lava Fields. But Conquest... As much fun as I find it, I've got much to learn and I'm simply obliterated by the later chapters. I'm currently on Chapter 23 and those damn Snipers with Counter are getting the best of me. In general, Conquest Hard has been the most unforgiving FE I've played so far. I shudder at the mere thought of attempting it on Lunatic, but someday I will.
As people have pointed out, Birthright Hard is approximately as tough as Conquest Normal.