Difficulty of Integer Linear Programming vs. Mixed Integer Linear Programming
Knowing that integer programming (ILP) is NP-complete, it follows that mixed integer linear programming (MILP) is NP-complete too as MILP generalizes ILP.

My guess is that your thinking and feeling comes from insufficient testing: you don't have enough test cases with different structure, and you don't mention what algorithms you use. Even though both problems are hard, there are (even exact) algorithms that perform well on suitably structured instances. You should look at where the really hard instances are (they are not necessarily large), and try running your algorithms again.