Depends on what you define as hard. Sometimes, simply dying a bunch doesn’t mean a game is hard, Armored Core 6 for example. Yeah you can die a bunch in Armored Core 6, but a particular level can become downright easy if you have the right build for it, especially since the game actually encourages you to change builds consistently, since after you die you are allowed to change your build for a level. Experimentation, changing tactics, etc, is fun.
Also Dwarf Fortress, dying is fun.
Also for me, “hard” games would be stuff that are boring and grindy. Because they are literally hard mentally to play and maintain focus on lol.