Um, what are you talking about? Would you mind clarifying a little bit?
Bayonetta for example is absolutely designed and intended to be played on NSIC difficulty and once you've got the skill, it's the most fun the game offers. However this choice isn't even a selectable one out of the gate, nor is Hard. The available choices are Very Easy, Easy, and Normal. So I chose Normal. If hard was an option from the start, I'd have picked hard. Honestly the way they did it is pretty brilliant- by not making the higher difficulties available, you get a lot of breathing room on your first playthrough to learn the mechanics and feel confident going into Hard. Then Hard provides a consistent challenge throughout and you really have to ramp up your skill. By the time you start NSIC the previous modes will feel "easy" in comparison.
I don't get what you mean by "the initial setting." I'm referring to two kinds of games that have no difficulty options at all, and those that have you select a difficulty when starting a new game. Games that have a default setting and then allow you to change the difficulty slider at any time throughout (a la Skyrim) are an entirely different beast, although I'm glad I set Skyrim to the highest difficulty immediately as well.