In direct way the answer is simple "no". But if you'll choose higher difficulty level:1. You can expect more monsters to kill
2. The monsters are in tougher versions (the same species but different name/health points/resistances etc.) which can give you more EXP
3. Battles are more difficult. Don't know how it works exactly, but I think that in the program the electronic dice ;), and its rolls in different situations( like calculating damage delt/received, critical hits, probability of getting sick/dead/sleepy/mad etc.), likes yours opponent more than you .
So spotting more monsters in their higher evolution forms (althought sometimes I could argue with that is for example one jelly is on higher level of evolution in compare to the other one ;) causes that you will receive more experience and even more skill points (in the meaning of training: hard creature=more slashes/stabs/shots/throws/spells etc.). But if you are scared of possibility to fight with the huge group of really nasty creatures you can travel between the places on the expert mode and in the battle you can change to easy mode (but your skill points will not increase so quick).