At A-Level you learn the backstory and some of the theory, whereas at undergrad you get to experience how to discover something new. Psychology is a science, and science doesn't just happen, research takes work! However, my advice for you if you're on the fence regarding choosing to do a Psychology degree or not would be to have a look at a BA in Psychology rather than BSc. The Bachelors in Arts may be something in Therapeutic Psychology, but you will do very very minimal stats and research methods and instead focus on the theories and concepts that you're referring too at A-Level.