Does the greatness of the reward increase the more difficult the deed is for the soul, and to what extent is the saying true that performing Hajj on foot yields a greater reward?

If the hardship in worship is inherent to the act of worship and occurs without the worshiper's intervention, then they are rewarded for it. However, if the hardship is caused by the worshiper themselves, then they are not rewarded for it, and may even incur sin, as in the case of one who vowed to stand in the sun, whom the Prophet (peace be upon him) forbade from doing so.