Tying it to difficulty is a tricky one: I like my economy to be "somewhat challenging": I find it boring to have too much money to splash around and want to feel like I'm working for it, and if I make a bad decision, so be it.
But combat difficulty... I'm rubbish at combat and not very strategically-minded. So I'd kinda like "Explorer" there.
I felt much the same with the introduction of survival-mode on some games: I like actually having to do the essentials to keep my character alive and well, but I don't like the risk of being insta-pwned while I'm doing it or restrictions on where I can save.
I guess ideally the difficulty would be configurable depending on what elements you actually want to be difficult, but I'm not sure I see any game developer being desperately enthusiastic about something so complex, especially as different categories may be difficult to isolate without causing compromises.
