Don't really know.
I have never played an RPG i found too "hard". Except maybe some roguelikes that had "keep dying until you figure out how to solve the riddle" or "You need luck to survive" as design principle. I find those terrible.
But i usually enjoy RPGs, even though i am not a fan of grinding. And while i can't say i remember one that was too hard, i also don't remember too many that were so easy that it became boring. I had fun with (trying for not ancient games) Blackguards, ME, Dragon Age Origins, Pillars of Eternity, Witcher, NWN2 (well, that one is basically build-your-own-challange due to customization), Drakensang : River of time (ok, there is only one optional challanging fight in there, if you don't use any runes on the Zant, so maybe it is to easy), even less serious stuff like sunrider.
I alwas tried to get into JRPGs, but i hate grinding.
Is it a genre thing ? Well, probably partly. RPGs are about the journey, not about repeating the same stuff 100 times until you get it right. I mean, i have won the original Prince of Persia without cheats and it felt like an acomplishment , but such a complete playthrough takes less then 1 hour and the other time is spent on failed attempts. RPGs are different. Death (or any other permanent failure) is not meant to happen that often.
The other reason is that RPGs often have lots of character and group customization options. And that developers try to make most of them somehow valid choices. No one wants to start all over after 40 hours gameplay because he can't progress because of wrong skill choices. But if you can win with suboptimal skills, it becomes easy when you build a character/group with some understanding of the rules and an eye for possible synergies. That makes the whole game seem easy.
And really ? Jagged Alliance 2 is connsidered hard somehow ? I found it pretty average as tactical games go. Near the end and during expansion even too easy as several strategies proved to be to good for the AI. You weren't even pidgeoholed to one, there were at least half a dozen viable ways to build your force to something completely unstoppable for the AI. It was fun though.
But if tactics game with roleplaying elements count, i would suggest to look to XCOM:EW (long war mod, basegame is too easy) and Mortheim (choose the harder missions). Both are challenging but still rewarding. You will win most of the time, usually even without casualties, but it takes effort and you will get wounded (and even crippled in the first one).