What noclue said. In most cases, the "difficulty" is used not to modify the roll itself but to inform what happens under a partial success. So it's not necessarily that you're more likely to fail, but maybe that the cost of that failure is more dire.
For example, you are scaling a dangerous cliff, which the GM deems requires you to Defy Danger. In many cases it's up to you to dictate how you do that, so long as the fictional position supports it. So you could say, "As nimbly as a human spider, I climb the cliff, taking advantage of every nook and cranny as hand- and foot-holds," (roll+DEX) or "I'm going to jam spikes into the rock with my bare hands, fashioning a ladder for myself as I go," (roll+STR).
When you get a partial success, the GM is going to offer you a worse outcome, a hard bargain, or an ugly choice. The severity of that effect is going to be based on the fiction. So if it's just a dangerous cliff, the GM might offer a substantial delay (a worse outcome), have you drop a bit of gear (a hard bargain), or make it your call between the two (an ugly choice). If it's a dangerous cliff in a blizzard without equipment, it might be a substantial delay during which you suffer D3 (ap) points of damage from frostbite (a worse outcome), the loss of all of your daggers and knives, which you used as impromptu climbing spikes (a hard bargain), or a choice between whether you want to lash yourself to your henchman and both take damage when he falls, or whether you want to cut him loose, thereby escaping damage yourself but letting him fall to his death (an ugly choice).
In all of the above cases you succeed (meaning you will eventually make it to the top of the cliff), it's just a matter of what it costs you. The more dangerous case typically costs you more. That's why I said that 7-9 is where the magic is. It's the range where the GM gets to use the fiction to its greatest effect.
But even in the case of a complete success, the GM is free to use the fiction to set the conditions and circumstances of the success. So if you roll a 10+, the GM is well within his rights to tell you that it takes you an hour (to scale the dangerous cliff) or all day (to scale the dangerous cliff with no gear during a raging blizzard), because it stands to reason that one case requires a lot more care, backtracking, and minor mishaps than the other.