Yes you do
FYI - no you don't!
I've got as far up the ladder as I'm going to get before tomorrow so I thought I'd give it a go on the highest difficulty level and got soundly thrashed 3-0! (and it's zero fun when you lose 100% of the tackles you attempt in a game and a good 60% of you passes go nowhere near their intended target! - that and Cesc Fabregas scoring with a header from 25 yards out is fairly disheartening)
But this aside I only won 303 points (I have been getting between 950 and 1600 winning games on Pro/World class and the quality of the team I'm playing against) so the bottom line is winning is more important than the level you play against!
I have to say however, I do not understand the points scoring - especially the "difficulty bonus" - I'm sure it's 1.0 on Pro and 1.6 on World Class - whereas the multiplier on the hardest level (Legendary?) only came up as 0.7!?!?!?