Games that are more fun than their extremely punishing design.

[UnderwaterFunktown]

The thing is there are also games that are both fun and difficult without being extremely punishing like Super Meat Boy or Celeste (though Chapter 9 goes a bit too far). I generally prefer that kind of difficulty.

But if you're looking for something that's specifically punishing you could always do Hardcore mode in a Diablo game or any 1-hit death mode like Dread Mode in Metroid Dread. That'll certainly get your pulse going.