TLDR
Crazy difficulty doesn't mean challenge, it often means unrefined design. Easier difficulty doesn't even need to be default. Compensating game design elements should be made available to ameliorate restrictive "difficulty" or more likely design
Summary
In the most basic sense, games are ultimately puzzles where players need to find the solution to complete the challenge. For shooter games, the solution is mostly straightforward, bullets hit the enemies till they die before the player does.
However, certain genres/games innately have a design that restrict the solution to such a narrow degree until they genuinely feel like actual Puzzle Games rather what they are meant to be
Games do not have to cater for everyone or all difficulties and sometimes the inherent design and vision calls for a level of challenge baked in, but some design really should be thought through better.
Game 1: Fire Emblem: The Binding Blade
Most people would actually be more familiar with Fire Emblem: The Blazing Blade instead - or more easily identified as Fire Emblem GBA in the West. That's the easier game
Fire Emblem: The Binding Blade however, is the game where at about ⅓ of playthrough, you could realize that you have effectively softlocked yourself from finishing the game.
For the uninitiated, Fire Emblem's (at least the GBA-era incarnations that I'm more familiar with) core gameplay is a Tactics RPG where casts of supporting characters (Fighter/Archer/Mage etc) are assembled to accompany the protagonists along their journey. Leveling via combat & inventory are carried over a set of mostly linear missions, only a selected handful of characters can be deployed to a mission from the cast and should a supporting character bite the dust during combat, they are permanently removed from the remaining adventure.
As the story progresses, the enemy types can get increasingly specialized, which needs certain classes of characters to more effectively counter them. But if those classes were neglected to be deployed in the earlier missions, then it's tantamount to a total Game Over as there is no way to raise their levels sufficiently to take on the existing mission as there is no backtracking.
This is often no fault of the player themselves, the starting supporting Character is likely the most powerful and able to hold out on his own, so there is always a direct and powerful incentive to continually throw him into the fray and he sucks up all the XP from the combat encounters. By the time the player realizes that he needs to level-up the other supporting cast at an even rate, he'd have progressed far too deep into the game to correct course.
And even if a player knows that he needs to distribute the combat encounters more evenly across the cast, it's often a laborious and tedious process of deliberately sending a very weak and fragile Mage to the front and constantly rotate him towards the rear to preserve his sorry hide. This is not helped by the fact that such characters are often saddled with poor movement range compared to a character with an actual saddle on-top of horseback. Yet this is necessary if the player wants to stand any feasible chance against the late-game enemies which specifically are more vulnerable to Magic
Later GBA Fire Emblem games gives an outlet by allowing level-selection and repeatable "grind" stages to farm XP. It's cheesy, but it does eliminate the softlock problem. I do not think Fire Emblem necessarily should change its system - maybe it already has by the Switch entries, but this is a cautionary tale of game design itself contributing to a difficulty that cannot be reasonably be anticipated by the (first-time) player which can totally kill the pacing especially for a linear story-driven experience.
Game 2: Advance Wars 2 GBA
The Advance Wars series are some of the most addictive battlefield tactics games of all-time. Raise and command a small army composition from Infantry to Battleships to breakthrough and holdout against the enemy army. The style of gameplay is smilar to Fire Emblem, but the units are now directly raised on the battlefield through resource-collection and base-capturing
Advance Wars 1 was the hook that probably drew a whole generation into such games as it featured a modern setting with infantry, tanks and planes - combined with a charming art-style that was very appealing especially for a handheld game. Advance Wars 1, until the final mission had sufficient leeway for players to strategize and plan ahead several moves to secure their victory once a path is viable.
The missions of Advance Wars 2 however, had so many additional restrictions slapped on-top of it as a sequel, it felt closer to a Tetris/Puzzle analogue rather than a strategic Tactics game.
Fog-of-war mechanics are nothing new in strategy games. In fact, it is necessary to obscure a perfect infomation horizon from players - especially in multiplayer, to create the tension & conflict needed for the upcoming clash. Advance Wars 2, however, took this idea to an extreme, by layering turn time limits on numerous of their missions, combined with extremely limited ability to raise additional units on those scenarios too - not that it matters as well, often the new units would be too far away to make it in-time or too wounded after skirmishing with the enemy to make it to the objective
A restart or two for difficult missions in video games are not uncommon or undesirable by itself. But when a mission seems to be designed to require numerous restarts just to glean advance-intel about enemy placement and composition, it distorts the fog-of-war mechanics from being a complementary system to one of annoyance. It results in there only being very little initiative from the player, often boiling down to just a singular path forward and taunting players to find it out - or just to consult a guide
Back in the early days of the internet, where GameFAQs reigned supreme, this might artifically pad out the game's runtime, though more likely it just serves to alienate & sap the goodwill of players who earnestly tried to engage with it.
Game 3: XCOM2, specifically, without its addon War of the Chosen
XCOM and its earlier forebears in the series, is extremely popular and with good reason; the thematic layer and persistence between alien interception deployments, combined with the Soldier/Squad progression to tackle the alien threat is genius.
The modern incarnation of XCOM has had decades of reference in design, both within its own franchise and outside of it. There should be an expectation of a more balanced game design for wider viability of play - and for the most part it is available, just that the early-game curve is way too steep & relies again on frequent restarts and hampered by a below-average UI in the strategic layer.
Thematically XCOM 2 takes place in the canon where Humanity of XCOM 1 were unable to beat back the initial alien invasion & 20 years have passed and XCOM has now morphed into a Resistance network aboard a stolen Avengers flying mothership
On the tactical gameplay level, what it means is that the Rookie soldiers of XCOM end up having terrible aim, low health bars, poor weapon damage against enemy forces and suffers from debilitating conditions even upon survival from a Mission. Meanwhile, the enemy enjoys numerical superiority, reinforcement deployment and psychic abilities from the get-go.
There is a reason why most such games offer a decently-powered bodyguard character to start them off before the rest of the squad gets up to speed. A few unlucky dice rolls means that the initial squad is good as toast and that's it for XCOM as the strategic layer is its own boondoggle.
One of the loudest and earliest gripes about XCOM2 is about the restrictive turn-timers - fail to finish the Mission objective within a set number of turns and it's a loss. This countdown system also applies on the strategic layer where is is a constant Doomsday clock counting down, adding constant stress onto the entire experience.
So not only does the tactical missions have a frustrating high-probability of overall failure due to the need to rush towards the map objective, experienced and good soldiers can & do get gravely incapacitated, the strategic layer is also putting a everpresent looming threat above your head while being starved of resources and recourse with just a few bad moves & dice rolls in the early game.
Worse, the UI on base-building is rather subpar. This is only apparent after a few runs, but there are actually several very optimal placements for certain room upgrades or certain sequence of room builds are extremely critical. This is however, poorly telegraphed to the player and a few wrong clicks could spell a spiral to an inevitable defeat.
It fits the theme of the setting, maybe. But this is another variant of the Fire Emblem softlock problem which thankfully isnt as dealbreaking.
There are ultimately ways around it, but the game truly opens up alot more once players mod away the annoying elements to their liking themselves, which suggests that more options and parameters offered by game itself would have gone a long way to make the game much, much more enjoyable for alot of people.