When using the "Open to LAN" feature and the in-options difficulty switcher, difficulty switches before you exit the options screen, as soon as you click. This is unlike what happens when not open to LAN. Okay, but why does this inconsistency suck? Well, I like to play on easy. Going easy –-> hard, then hard –> easy, is what you usually do when using a zombie to infect villagers to then cure them. Unfortunately, this crosses over the peaceful difficulty, so if you decided to enjoy spectator mode earlier in your session for a bit, all of your precious villagers and the nametagged zombie you used to infect them will now be gone. Also the zombie for your iron farm. And so on. Now that I know this interaction exists, I suppose I can simply work around it by using slash commands or saving and rejoining, but it's a bit of a bummer... As far as I know this is the only GUI difficulty swap option and it shouldn't work this way IMO.

This is easily tested with hostile mobs: try swapping difficulty from hard to easy while not open and you'll have no despawning, but when open to LAN you will get despawns.