Everybody has different difficulties. I think one of this particualr etude's main difficulties is stamina. Sight reading it is one thing, but playing it is a whole new challenge. I admit that I never went near that particualr demon, but I'm guessing it can really leave your body aching (I remember how I once tried studying the 'Eroica' etude but quit after just a week because the octave section was simply too tiring, can't imagine how this one might feel).
But I personally think that Feux Follets might be harder. In Mazeppa you can pretty much go crazy on the piano and nobody would bat an eye, but in FF you have to deal with this enormous technical challenge, but at the same time keeping it really light, like it's the easiest piece you've ever played. That's what so many pianists fail to do.
If you think Mazeppa might be easier for you - go for it! But you might change your mind after a while
