I think it's kind of normal to exert more energy leading. You do have to be a bit more 'on your toes' so to speak. A fall too low to the ground or too far from the last bolt can have rather unpleasant consequences.
Also, I think it's always good to stay leading stuff a good few grades lower than what you can TR when you first start leading. I think it kinda helps get the hang of leading. It certainly adds another dimension to climbing.