Some games, like Dark Souls, wouldn't even be fun if they were easy. It's the repetitive dying and discovering/rediscovering areas, weapons, enemies, etc you didn't see on your first (10) runs back to the boss. If those games were easy, people would spend only like 10 hours with them (instead of the usual NG 60 hours).
That being said, many games are inherently easy, and are meant for a younger audience. That's cool, and many of these easier games are just relaxing to play. You just need to know what button to press and you're good to go. No learning curve, no deep understanding of NPC move-sets or weapon mechanics, no gear building or stats or anything to deal with,etc.
But even games like Uncharted and God of War and whatever action/adventure game is way more fun when you play on the hardest difficulty, because then your actions actually matter. You're not just spamming buttons, you're methodically playing the game, rationing bullets, being careful. It's suspenseful, and much more rewarding when games are hard.