Impedance question

I have a Jolida 202 integrated tube amp, it has terminals for both 8ohm and 4ohm speakers and puts out 40watts max to for both 4 and 8. My question is, if I were to use 4ohm speakers does the amp have to work harder to drive them than it would with 8ohm speakers? Also would the volume be the same if I were to compare two sets of speakers both with a sensitivity of 87db, difference being one is 8ohm nominal the other 4ohm?? The reason I ask is I'm planning to upgrade my speakers and have steered clear of 4ohm speakers because I'm unsure how it affects the sound and performance of both amp and speakers. You're input would be very much appreciated. Thanks