Mine is set to Auto difficulty which is now at 92% and I have not won a game at that level in skirmish against the computer (I win nearly every game online against real people though), and no, the campaign isn't easy at all on the higher settings (specially if you try for the gold medals, skulls and still be under par on each level, not easy at all), even medium gets hard on some levels such as the one with the moving beam which you have to destroy before it destroys your base.
Halo Wars is a FANTASTIC game in so many ways, I do think some of the reviews have been very harsh with it, still got a good score though and will sell a good few million, I just wish single player was not so short as it's only 15 missions!
3vs3 Online is superb! (as long as your team mates are good at it lol)