People enjoy challenges that are fit to their skills. If the game is too easy or too hard people are unable to learn and advance in their skill, and get fed up easily. So it’s not about making games easy, it’s about adapting to the player. And yes, if done right, it does make for a more memorable experience.

And like you said, when the player becomes better at their skill, the game needs to adapt by becoming harder; keeping the realtive difficulty to the skill constant.