I mean when you die and have ot restart a level, over and over, until you get it perfect. That's how I played games and that's what I expected and it's what I still expect today. I can't seem to enjoy it otherwise. Is it a bad habit? Maybe. But sometimes I think it's instinctive. I also liked playing FPS games where natural skill with the mouse and teammates is involved. Somehow, it's got to feel like I MUST get it right and it's not easy to get it right. It's borderline torture, but I NEED it.
I think this is why I always played on PVP servers in MMORPGs. It started with EQ/UO. Enormous consequences sometimes if you got caught alone and and unaware. I THRILLED in that. I NEEDED it. I still do.
Got to say however I don't also enjoy/want real life heavy consequences. Just in games. It's mixed up.
I still puzzle over all this. It's mysterious, like asking if there's a God?
Actually, that's fairly normal. There are mountain climbers, gamblers, and the like who thrive on real life risk. But lots of people don't like that sort of thing, yet they do enjoy having their skills tested. So, going all the way back to the ancient board games, lots of games are tests of skill, and there have always been those who actively seek to be challenged when they play those games. These people don't just want to win, they want to compete. They want to overcome difficult obstacles in order to succeed. Because the very act of overcoming is what makes success taste sweet.
Just having things handed to you doesn't offer that kind of fix. Sure, people like praise, and lots of praise gives them funny feelings in their pants. But even so, that's just not them same as the fix. Lots of video games used to be based around the concept of giving people that fix. Putting obstacles in their way and challenging them to overcome them, making each obstacle harder and the challenge greater the farther they proceeded.
However, different people want different things from their entertainment. Even just in RPGs, we used to peg people into four different groups (and later 7), with each group wanting a different sort of entertainment. You had the grognards, tacticians, power gamers, and casuals. Of those four, the group most into the power fantasy were the power gamers, for obvious reasons. And the thing is, the whole concept of challenge just doesn't fit with the concept of the power fantasy. The whole idea of a power fantasy is that you get to lord your dominating power over your domain. Thus, if something ever truly challenged that power, it would break the fantasy.
A quick illustration: take two games that have a very similar gameplay setup: the Arkham games mentioned in this thread and Weaboo Codexian favorite Dark Souls. Now, the basic underlying structure of both games is quite similar. However, their approach to player interaction with the game is quite different.
Dark Souls gives your character remarkably few tools in his arsenal. Your movelist is tiny. Your spells are few and must first be found. There aren't many special items. Put that together, and it leaves you with few options when facing an enemy. You may not even have all the tools that could be available to you, since most have to be found. Your enemies have few options too, but that is normal in games, and it's the same in the Arkhams. Plus the Dark Souls enemies have the usual weak AI issues. Howsoever, your character is frequently outnumbered and almost always outgunned. The game is specifically designed to put you in a position where your tools are few, and you must harness your knowledge and skill with those few tools to overcome the difference in power between you and the enemy. Or, second choice, grind your way to power. Or, third choice (but only for non-Codexians, of course), develop your social skills, invite some friends over into your domain, and slaughter those things that challenge you through the power of friendship. (Dark Souls isn't all old school, after all.)
In contrast, Arkham is all about giving you options. The Bat starts with a bunch of tools and abilities that already places him far above the mooks he faces. And then he gets even more. He is always outnumbered, but never outgunned. He can defeat everyone he faces at the touch of a single button. Or if he feels like it, he can utilize his many gadgets and abilities to wrack up a score multiplier while he defeats them all. Or he can defeat everyone through stealth and fear, if he feels like it. Plus, he can usually simply run away and hide at any time, since he has superior range and movement to everyone he faces, as well. He is the Bat, and nothing can really ever stop him. Because if it ever did, if the game was just as brutally hard and gave you as few tools as Dark Souls does, he wouldn't feel like the Bat anymore. He wouldn't be fulfilling the needs of the power fantasy. And the same goes for God of War or Rhys or any of the others.
All of these games are structured very similarly, but most are a power fantasy, and the one is a challenging dungeon crawler. And that core design difference hugely influences the type of games that result. Wanting that challenge isn't weird or even that unusual, though it has become unusual in the world of video games, where designers now only talk about power fantasy and player empowerment.