I'd say the difference of feeling between the two is chess is more like coordinating an assassination team and go is more like fighting a large scale war because it's not about any target but about dominance.
What I find interesting in go or even shogi, is their flexibility : you're not bound to one board size and you can use handicaps. Having handicaps in chess would be too hardcore, a piece lost is quite crippling and you won't get it back.
As for the depth of the difficulty, it's all about who is the opponent. I don't see an inherent difficulty in those games.
And #356 too!