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I’m no climber, but I have to imagine that the weight of knowing a mistake won’t in any way be mitigated by safety devices might actually make the activity harder. It seems like it would require another degree of concentration to shut out the fear of grievous injury or death, to keep the fear under wraps.

Walking in a straight line on the sidewalk is very easy. Walking on a narrow ledge somewhere very high up isn't.

The rope makes it much easier. If you've never climbed you can't understand the psychological factor of "being protected" while climbing. If you climb "roped" at a certain grade, you might be capable of free soloing several levels below that, if at all.

Similar to your mental state due to other things. If you're having a bad day or distracted, your climbing will be greatly affected, sometimes severely.

Yeah, sorry, I wasn't clear — that was meant as "this is probably what GP is getting at". Of course, even if the rope doesn't make the climb technically easier, the psychological aspect of knowing you can't afford to fail makes it a very different kind of hard.