Preference optimization methods such as DPO align large language models (LLMs) using paired comparisons, but their effectiveness can be highly sensitive to the quality and difficulty of preference pairs. A common heuristic treats small-margin (ambiguous) pairs as noisy and filters them out. In this paper, we revisit this assumption and show that pair difficulty interacts strongly with the optimization objective: when trained with preference-based losses, difficult pairs can destabilize training and harm alignment, yet these same pairs still contain useful supervision signals when optimized with supervised fine-tuning (SFT). Motivated by this observation, we propose MixDPO, a simple yet effective difficulty-aware training strategy that (i) orders preference data from easy to hard (a curriculum over margin-defined difficulty), and (ii) routes difficult pairs to an SFT objective while applying a preference loss to easy pairs. This hybrid design provides a practical mechanism to leverage ambiguous pairs without incurring the optimization failures often associated with preference losses on low-margin data. Across three LLM-judge benchmarks, MixDPO consistently improves alignment over DPO and a range of widely-used variants, with particularly strong gains on AlpacaEval~2 length-controlled (LC) win rate.