I think, it would be no surprise to divide players' preferences this way:
Also, what leads you to believe that players smaller armies and more micro-management? I ask because I've tried to discuss strategy games with everyone I know who enjoys them, and I've found that what they say they want from a strategy game varies tremendously. I've heard anything from "I'd rather manage my troops without any directly controlled combat" to "I'd like to work with a team of other players, where each player has a specific role".
* very few players - want to be a general/ruler and lead the whole nation or campaign
* some players - want to be some sort of an officer or a leader of a platoon and deal with tactics instead of grand strategy
* huge majority of players - want to be soldiers and shoot at things, note that those players do not play strategy games at all
At the first glance the best approach for a designer is to follow the route where the majority is, but the things is the majority falls into no strategy games zone... So, the real choice is between the grand strategy maniacs and tactics manaics, again the most logical would be to go for tactics since there are more players but... wouldn't the grand strategy gamers be the most hardcore and the most loyal?
Anyway, that's of low practical importance because going for your personal taste as a game designer is best for the final quality of the game
(making games you would like to play is what makes great games, and I think most preople will agree with me on this )