To do that, you have to specifically open the maps through the system console. Normally you would type something like "open Hexephet.unr" but instead, you have to assign a difficulty setting with it.
Here's the format, with the above as an example:
open Hexephet.unr?difficulty=2
This will open the map on the Hard difficulty setting. Notice that the difficulty parameter is separated from the statement with a question mark.
The numbers of the difficulty levels from Easy to Unreal go from 0 to 3, where 0 is Easy and 3 is Unreal.