BH-21!
Ok, now... that, that is out of the way... onward to your... conundrum, shall we...
Once you have a career started, & ... landed there, in office, at base...
there is the means to select career options.
It is that radio, up on the bookcase/fileCabinets... just to the left of the desk.
That radio, on clicking it... will open up a whole new set of option menu's... similar to the main loading screen ones.
It is in there, that you'll need to make any changes... to career difficulty.... NOT in the main menu options area.
Hope this helps... clarify things...
M. M.