Whimsical Paul-songs... from the ones you've mentioned, I really like Mr Bellamy. I can really imagine it as part of a story, as you said [size=9](in fact I wrote a little story the other day, based on the song and all... :B)[/size]. And English Tea is great too - quite funny... "peradventure we might play" (thumbsup).
And what you said about John, yeah, I also remember reading something along the lines that John preferred to write more about his own experiences ("I write about myself because I know myself" - something like that), rather than writing "story-songs" about someone else, like Paul.
Are they more difficult to write... I dunno, but I'd say you need quite a good imagination. And maybe the fact that you're not writing directly about yourself can make it easier, because sometimes it can be difficult sharing your personal feelings/experiences...
But I agree that Paul does these whimsical story-songs well... and I enjoy them!