So, I unlocked first rally events and won hands down on the loose gravel and snow track, yet even after upgrading my car  and driving noticeably better on the tarmac - I  can only get the second place. Also only "gold at first try" license test happened to me on the loose gravel track. 
 
Is it just me or winning on the looser surface really easy?

It depends. If you're using any of the assists like skid recovery or ASM, it might be logical that you'd perform better on the dirt or snow (where control is more important than speed), compared with tarmac, where you don't necessarily run the risk of losing control, and things like traction control will actually work against you, slowing you down on corners in an attempt to prevent wheelspin.  
 
I found the rally events fairly straightforward with no assists, but the Sebastian Loeb challenge is a lot more difficult to Gold - especially the Eiger Nordwand stage.