No/yes.
Difficult games like Halo CE: Anniversary with it's slightly more difficult than the original Legendary of the original Halo CE, is really fucking hard. But it is fun because I've played the shit out of Halo CE and it is a comfortable challenge to me. Its the kind of challenge that you can get through if you play enough, eventually get good enough, or are just patient and methodical enough.
Then you have games like Kingdom Under Fire and it's Orc campaign. That campaign is listed as the hardest, and its not because you face a lot of enemies that all out-class and out-rank you, or because Orcs are bad in that game. Its because Orcs don't get a heal in the game. Every other race gets either instant or really good combat healing, Orcs get this shitty enrage which heals each individual soldier of a unit by a small amount... So when I got to the second (think it is the second, it's been a while) level and was facing against a whole lot of Liches and their meteor spells that took 15-35% of a unit's health if it hit (and it always hits) I couldn't get past the level just because of a goddamn lack of heal. I had 2 heavy calvary units-2 for fuck sake!!!-running around the map the entire time, racking up points to burn on enrage heals, but that still wasn't enough. If I was playing dark elves, their tree of healing would have won that level. If I was playing humans, their instant heal would have carried me through that. But because Orcs have a shitty heal that doesn't really do anything, I lost the level...
So you see, Kingdom Under Fire isn't hard because it is challenging and gets you to think in new ways or tests your skill, its hard because it is fucking stupid at times. Stupid-difficulty is what turns me off of games. Kind of like when you play a shooter and you can't come out of fire because all the enemies will instantly target you and instantly kill you as soon as you do.