Harder difficulty doesn't really increase the grade you get, it just increases the grade cap. Most you can get in random battles is 4 on normal, 6 on second, 8 on hard and 10 on mania iirc. And yeah if you ever get a skit when trying to leave it just means you're missing a cutscene or something, can be a pain sometimes but usually pretty simple to work out wtf to do.
XI Wiki



