I went backwards on this. Years ago, I mainly only cared about the story. Now, I almost always aim for the difficulty that provides the most resistance, with the only recent exception being Cyberpunk 2077.For most open world action adventure/RPG titles, I'm usually playing on the hardest difficulty. Combat is much more enjoyable to me in GoT on Lethal difficulty. The machines always feel like a threat on Ultra Hard in Horizon. Even though I'm cold with the hands, I loblve the feeling of vulnerability I have when playing Spider-Man on the hardest difficulty because I know while I'm good, Peter/Miles are still human and are two or three well placed shots away from dying like every other mortal.
In linear titles, I do pretty much the same. There's no other way to play Alien Isolation than on Nightmare. I will never play TLOU or TLOU2 on anything other than Grounded difficulty due to the nature of the world they're living in. Legit the only games I don't playthrough on the hardest difficulty settings are games that rely heavy on QTE such as Supermassive and Quantum Dream Games, and NBA 2K22 since 2K's idea of increasing a challenge means nerfing the player and boosting the CPU.