Why is it harder..?

At higher wheel speeds you come closer to simulating the momentum of a bike rolling down the road. Unless you have a very big flywheel on your trainer you won't get as much momentum as you would have while actually riding but the extra wheel speed definitely helps. So for the same power at the same cadence but at higher wheel speed the dead spots of the pedal stroke aren't so hard to spin through and the power and peak pedal force requirements are the same at the same cadence.

It's also possible that your particular trainer in ergo mode doesn't hold the power as constant as the marketing materials might indicate across a wide range of wheel speeds. Have you had a chance to verify that the power is actually the same using a bike power meter like a PowerTap, SRM or Quarg?

-Dave

Thanks Dave, I was missing the fly wheel. That makes sense...inertia.

I have not had a chance to check the indicated vs. actual power with a power meter. I would also be inclined to think that inconsistencies in the device itself would factor into it but I am comfortable that it is typically within 2-5% (based on feedback from other users).