I, too, made the mistake of playing Kingmaker on Challenging to start with because I wanted to play "by the rules" instead of watered down stats, etc. Big mistake. Yes, the games are both balanced for Normal pretty darn well, imo, as I have had challenging fights but not overwhelming ones. Even the Red Dragon fight wasn't frustrating, and I enjoyed the fact that it wasn't just fight it to the death. There were things you had to do, steps to take, and different results based on your choices.

Anyway, I hated Pathfinder on harder difs, but now enjoying immensely.