Good question, complex answer - I voted indifference/no preference, but it's not that simple. I like easy games and very difficult ones. I also like some kinds of difficulty, loath others.
I'll highlight my reasons across a few games: Metroid (the original), Kirby, Super Mario Bros 3, Witcher 3, Ocarina of Time (and really all 3D Zelda games from Ocarina of Time to Skyward Sword), Breath of the Wild, and Xenoblade Chronicles 2.
Metroid
The difficulty of this game is beautifully anxiety inducing, and I'll explain why in a moment. The game starts you out with one energy tank of 99, if you're killed, it'll take you 5-10 minutes to recover your HP by killing enemies and collecting power. The game is open world, meaning you can really explore anywhere once you get past that initial tutorial beginning (the sort of tutorials I like, where the game gives you challenges to complete, and you figure out on your own how to complete them). But as the game progresses, you get 2, 3, 4 energy tanks, and so on. It will take MUCH longer to fill those up, so there's real consequences to getting hurt. So, you learn early on that being careless is the ultimate sin in Metroid. By the end of the game, it's literally 45 minutes to an hour to grind those tanks full, that is extraordinary punishment. The anxiety and tension of this game is unlike any other I've ever played as a result of this, and that's why I love Metroid on NES, it's easily my favourite game of the franchise. With it's early, basic, and simple designs and philosophy by Gunpei Yokoi and Satoru Okada, mixed with the appropriate tunes of Hip Tanaka, Metroid, is without a doubt, one of my favourite gameplay experiences of all time. Difficulty management is core to this experience.
Kirby
This game is on the opposite end of the spectrum from Metroid, the early Kirby games are more or less a walk in the park. And they're easily as enjoyable as that... if you're like me and enjoy a nice walk in the park. I don't think making this game difficult would improve it, in fact, it might make it annoying.
Super Mario Bros 3
This game is unlike the other Mario games in that it is much more difficult and with shorter levels... usually no more than 60 seconds to 2.5 minutes long. But that 2.5 minutes will challenge even players who play the game regularly over decades. This to me makes Super Mario Bros 3 significantly more interesting to me than any of the other games in the franchise. Also, up there with my favourite 2D platformers of all time alongside Sonic the Hedgehog 2, and the Donkey Kong Country Trilogy. I also really like Sonic 1, but it is a significantly easier game than 2, and so I generally find myself less interested in it. Super Mario Bros 3, DKC, and Sonic 2 all share the same philosophy, higher difficulty across short levels than say a 3D Mario game, which generally has levels around 15 minutes. I don't really enjoy 3D Mario, except for the Galaxy games.
Witcher 3
An interesting game because of my experience with it. The game is actually more difficult on the easier difficulty. The reason being that, on easy, you have no incentive to learn the systems, it's just a hack n slash. On higher difficulties you are forced to learn the systems in the White Orchard tutorial area, otherwise you can't progress without many many attempts.
In Velen, the second area of Witcher, you'll eventually reach the first of two major caverns in the game with Kira Metz. If you're playing the regular difficulty and are a newbie, you will not have learned the skills and systems necessary to get through this area... at least not without great suffering. Because hack n slash won't do. If you go outside and try to do everything, it will take hours. The best action is to reset the game and play on a higher difficulty level, forcing yourself to go through all of White Orchard and so on. You'll learn what you should be careful around, learn how to fight, learn about the systems, learning skills, upgrading systems, and so on... it's really a whole different game once you do all of this. Then when you get to the cavern, it's not going to be a significant challenge spike... at least not something you haven't done before in terms of skills used.
* On another note, this is one of the two long and difficult mandatory underground/cavern type areas in the game, and it's very early on. The second is much later with Philippa Eilhart. One of the reasons I really like Witcher, the game is mainly in the world instead of dungeon crawling - same as Breath of the Wild.
Somehow, Death March (or the next difficulty to it) was an easier experience for me than the basic "normal" difficulty. The game is objectively more difficult, a pack of wolves can easily kill a careless player. But you know how to deal with those situations. This goes into the guide discussion, I don't mind spending a few hours investigating guides in these situations because these sorts of guides teach you how to play the game rather than just direct you through the content (which are the sort of guides I dislike). And I prefer separate instructions to tutorial instructions, because at least with instructions I'm looking for what I need rather than having it shoved in my face during an example situation, which I'll forget in 5 minutes. Anyway, difficulty makes Witcher 3 MUCH better.
Ocarina of Time
An example of the sort of difficulty I hate. The game's battle systems are easy as tic tac toe. The difficulty is that there is often a key or switch hidden under some clump of dirt within 12-38 large rooms in a maze, that are sometimes difficult to get around. Do you know how annoying it is to find these keys sometimes? This is 95% of the difficulty of Ocarina of Time. It's boring, the only thing even more boring is using a guide to tell you where to go, because then it's more or less a walk with some battles and puzzles along the way. Yes, the game is remarkable for the systems it developed but these games don't hold up past Ocarina of Time the first time through, IMO. At least, I didn't find them fun.
Breath of the Wild
Made the "find the key" stuff significantly easier. The exploration is inverted; in Ocarina of Time it was tons of retreading with a very specific thing to find as an objective, in Breath of the Wild it was an exploration and you find useful and interesting things as you expand your horizons without knowing what they're going to be before you find them and figure out how to make them useful. The battles and obstacles are significantly more difficult than anything in Zelda games before. This is the sort of difficulty and struggle I enjoy, and my favourite Zelda experience to date. The only part of Breath of the Wild I wasn't too fond of were the 4 divine beast temples, the boss battles at the beginning were great though... But also, the divine beast temples are like 3-5% of the game, so it doesn't do much to hurt the experience for me. They're also not as terrible as the temples in some of the past Zelda games. The Shrines are short and straight forward challenges, and these are actually a lot of fun, some of them I couldn't solve, but unlike other Zelda games, this doesn't halt your progress as you can move on and get what you need elsewhere - it's a very liberating experience compared to the tyranny of the critical path in older 3D Zelda games.
On a side note, the Breath of the Wild experience feels like all the best parts of the first three Zelda games combined with the 3D environment.
RPGs
Generally speaking, I'm an RPG fan. Difficulty is much less important in this genre, unless it is high. When grinding is required, things get boring. Although, I don't mind the games where there are tricks to avoid grinding much, like the Dragon Quest games, which you can more or less make your way through without grinding if you use your head. Most players will probably avoid thinking and spend 8 hours grinding in the early games, instead of the 30 minutes wandering in the right areas, and hitting the enemies that give the most amount of gold (mostly the gold golems). Final Fantasy 6 is an easy game in terms of battles, also fun to play IMO. Then there is Chrono Trigger which is a more difficult game, simple inputs and complex outputs, so you can learn how to make things much easier for you.
Xenoblade Chronicles 2
This brings me to the sort of difficulty I hate in RPGs. Xenogears is my favourite game of all time, but I don't like the combo system. Whoever told Tetsuya Takahashi this was a great system needs to be slapped, backhand. It's just more buttons to press to achieve the same result as attack, it's not more fun, it's more work. Xenoblade Chronicles 2 is about 50 times worse, as the chain attack system in this game is obnoxious to a high degree. More or less, it's fun when it is something that can save you in a boss battle, like the climactic finisher that you have to put some thought into to complete... But later in the game, it's routine and it's every damn battle! It makes getting into that 400th fight where you have to chain attack a regular enemy... A huge pain in the ass, because chain attacks are a boring puzzle, you do it again and again and again and again, throughout the game. The battle system turns into setting up chain attacks, and executing chain attacks. There's difficulty to it, but it becomes more a chore to solve it each time. Yes, battles are more difficulty, but also more annoying as a result. The interesting thing is also the worst part of is Xenosaga Episode 2 (on PS2), the regular battles are much more difficult than the other two games, and it didn't make the game more fun, just more of a chore to get through. At least in Xenogears, it's as little as maybe 2 extra button presses per turn, but in these games, Xenoblade Chronicles 2 or Xenosaga Episode 2, it's a whole thing. If you want to ignore the chain system in XC2, battles are about 10 times longer. (and yes I made this paragraph more repetitive to get through to illustrate my point).
So, to the question?
TL;DR: it depends on the game :D