Was reading a book at work, Indie Games: From Dream to Delivery by Don L. Daglow, talking about player churn, the overall loss of players that results in their almost certainly never coming back; the way he describes it, it's exactly what I experienced with the Elder Scrolls Online (ESO) Dark Brotherhood expansion, and I know I wasn't alone with that. VERY few games have done that to me, can count on one hand. Even Hey You, Pikachu! retained me. ESO, Castlevania: Circle of the Moon, Grand Theft Auto V, Final Fantasy XIII, and most recently Super Smash Brothers Ultimate. (Though maybe they actually fixed that one? Never went back to try it after the initial shock of JESUS this is hard.) Meanwhile, games that were balls-hard and DIDN'T lose me to "churn": The aforementioned Hey You, Pikachu!, which I came close to completing; Super Mario Sunshine, completed 100% with all Shine Sprites; Shadow the Hedgehog, completed 100% in every story path; Battletoads, which I never got past the speeder section but didn't stop trying as a child; Mega Man, qualifying as any of the series, many of which I have completed; and Oddworld: Abe's Exoddus, which I completed, just to name a few.
I think my biggest gripe with the games I just stopped playing was, they didn't feel fair. These games I kept playing, they were extremely difficult, but it was like, it was clearly my mistake when I failed. I missed the jump. I didn't see the solution. ESO? Dark Brotherhood questline, one of the first quests was literally impossible to complete solo, and from what I could tell, it wasn't planned to allow multiple players into the area together. Castlevania: Circle of the Moon? First enemy you encounter, you CANNOT KILL. GTAV? Wouldn't let me SAVE without dumping me into a mission. FFXIII? Aside from being Final Fantasy Hallway, there was a boss about halfway in that was just impossible. SSBU's issue was so notorious Nintendo released a patch to tone it down.
I guess the whole point of this rant is, it's good to know that I'm aware of what makes a game challenging, and what makes a game bad.