While you might fret over lost EXP, all of the DLC chapters are repeatable; essentially there's really no EXP loss for a single chapter, and in Fire Emblem, because of the way that levelling works, it's actually sometimes more efficient to level someone who's underleveled. Case in point, Nino in FE7, who showed up at level 5 when everyone else was the equivalent of 30. She was a magic user, and came in a level that was full of enemies that are highly susceptible to magic though, so most of the people could pile on 10 levels just in that chapter.
Since XP always needs to reach 100 (And not set benchmarks like in Final Fantasy) a level 5 unit fighting level 15 units will need level FAR faster and catch up, unlike in Final Fantasy where they always have that defecit of say 15000XP. It doesn't make sense explaining it, but trust me.
So really, Casual and going on pretty much removes the challenge, and has no consequence for moving on. Besides, that means that the other characters fight more, so the next chapter you'd just have the person who died last time pick up some more slack to make it up. It really wouldn't affect levelling much.