In my experience, playing with 2-3 characters is definitely easier than playing solo. Splitting to different floors is best to minimize guard movement. There are several benefits to playing with multiple characters:
1) By going in parallel on different floors, you don't experience the downside to carrying loot on every floor. If you play solo, you crack one floor and then have the penalty of loot to carry to other floors, which causes you to trigger detector and other inconveniences as all the loot cards have. For instance, when you play solo, getting tiara or mirror as the first loot is almost always a death trap if you are playing with 1-3 stealth. If you play with multiple characters, then each person exploring their floor doesn't have loot. If one character gets a bad loot, you can swap floors or trade loot to make things easier.
2) You can maximize character abilities across different floors; for instance, on a floor where there are narrow walls or an inconveniently placed deadbolt, Acrobat would be great. On a floor where you have a lot of corners from walls, you might want Hawk. On a floor where you have a lot of trigger tiles, Hacker would be great. If you have Rook, you can have them on the easiest floor (usually floor 1) and help other characters move on other floors.
3) You can help each other out; one character can trigger an alarm to prevent another character from being reached by the guard.
4) You can swap floors based on your respective locations. I have had games where based on a guard position and tiles, it made sense for player on upper floor to take a walkway/secret duct down to the lower floor, while the stairs on the lower floor reach to a position on upper floor that needs to be explored. You just get a lot more options with more characters to optimize your turns.
So generally, I find 2 characters to be easier than 1. 3 can be easier than 2, but it can be harder in scenarios where first floor is very difficult and/or you don't find stairs until one of the last tiles, as then there is a good chance that players on first floor will get seen by the guard and then have to stall for a long time while waiting for exploration on the upper floors. 4 is usually more difficult than 2 or 3 because of the inevitability of 2 characters being on same floor.
