Clearly, lowering the difficulty is one approach. But in the majority of cases, there exist other answers beside "lowering the difficulty". It may be perceived as "ego", but, I believe in most cases, it is really the belief that "it can be done", and not giving up. And finding the answer after wracking your brain, is fun. I have no doubt that I can finish the game on this difficulty. I know it can be done, I know the answer exists. The fun here is to find that answer, the "how". How can it be done? It's not important that "omg I just want to win this", because I know I will win it, eventually.
I'm playing WotR blind on Hard, and just earlier I cleared Wintersun with a L11 party. It was brutal. Not even "meh it wasn't that hard". I couldn't beat several fights when I first got there. But I knew it was possible; I just didn't have the right party setup. I just went back to base, respec'd my Mutation Fighter into a Magus, bought Jinx, formed a different party, then came back for the second round.
Theres a big difference between this - whic his a great approach to difficulty problem solving - and the stereotype of the person who puts it on hard, hits a wall, then rages that it is too hard and makes an angry post on steam.
At higher difficulties the game can be like a puzzle to be cracked.