As mentioned before, it depends on the game. Some games I play because they're fun and relaxing, while others I play because I enjoy the challenge. However, I'm still going to vote no, because I think difficulty is merely a tool, rather than the ingredient which makes completing a game satisfying or rewarding. I'm going to argue that the thing that makes a game satisfying, rewarding, and fun is not how easy or difficult it may be, but the curve by which difficulty increases overtime.
Of course, this also depends on the game in question, as not all games are created with linear progression or completion in mind. Games like Animal Crossing, Stardew Valley, The Sims, etc. can obviously be excluded from this.
My go-to example for a counterpoint whenever difficulty and game length are touted as particularly important factors in a game's quality is usually The Great Circus Mystery starring Mickey and Minnie on the SNES and Mega Drive. The game is so short that I expect most players could complete it in under an hour even if they've never picked up a controller in their life, and the game is so easy that I've known even the most casual gamers and even complete non-gamers that are able to pick it up and play it to completion. As a child, this game was very handy to have around the house when you had friends that weren't really interested in video games. I'm not saying it's a perfect game, nor am I saying it's going to be to everyone's taste. But despite being short, the game has a clear arc to it. It begins and ends concisely, and never feels like it's lacking or like any particular section is rushed or unfinished. Despite not being hard at really any point, the game's difficulty does curve naturally and consistently, so in the end, the game feels like a complete package.
On the opposite end of the spectrum, games like I Wanna Be the Guy and--because I'm cliche--Dark Souls also fit well into this. These games are notorious for their difficulty, but they also follow a curve in difficulty, rather than simply being difficult for the sake of being difficult.
When games become too easy is when the player no longer feels like they've earned the victory, particularly if the narrative context presents the challenge as something greater. When Steven just gives the player Latios/Latias in Pokémon: Omega Ruby/Alpha Sapphire, it robs players of even the opportunity to attempt to catch it yourself. Or, when the epic music is blaring in the background and the game is setting the player up with an expectation of a fantastic battle that is over in three turns, the player is going to feel that the challenge was rather anticlimatic. Shantae is a series that comes to mind in this regard, particularly Half-Genie Hero. The previous installments in the series never had extremely challenging final bosses, but the difficulty curve made would make defeating them very satisfying regardless. However, in Half-Genie Hero, there is an item players can buy that essentially makes them invincible. Even worse, it's not even prohibitively expensive, meaning that the final boss is not only easier than the first boss, it means there's nothing really preventing the player from defeating it the first place, so the victory doesn't feel earned. Of course, one could always simply choose to not purchase the item, but I'm of the opinion that it's the job of the developers to create a fun and challenging experience, not of the player to impose artificial restrictions upon themselves. Besides which, we're analyzing a game's quality based on its intended mechanics and functionality, so any added stipulations added by the player are irrelevant.
Conversely, when a game becomes too hard is when the player begins to feel the only way they're able to complete it is through dumb luck or if the outcome feels entirely out of the player's hands. In these kinds of circumstances, completing the game is not necessarily rewarding because rather than being a test of skills attained over the course of the game, it just feels relentless and cruel. As a result, the player will probably feel happy that it's over, rather than happy that they overcame it. If you've ever played an RPG where the final stretch of the main story seems to be made solely to force you to use all your items right before the final boss where you actually need them, or a platformer (or old-school Metroidvania) where they throw every enemy you've ever faced right before a big boss with no opportunity to heal, this is an example of that. Since it what the focus of a recent AVGN episode, Corpse Killer is also a really good example. In that game, the player has two types of ammo, one for mowing down regular zombies, and one that is only effective on special zombies and bosses. (According to AVGN, as I've not played the game myself) The latter ammo is scarce and will likely be completely depleted on special zombies right before the player reaches the boss fight, leaving the only available options down to either waste ammo on special zombies and face the boss with full or as close to full health as possible--making the boss more or less impossible to defeat--or to tank damage from special zombies and preserve ammo so that the special ammo will be at full capacity but with very little health to use it--once again, making the boss more or less impossible to defeat. That's just sadism, and there's nothing fun, rewarding, or satisfying about it, even if you do manage to complete it.
Of course, there are other factors that go into this, as well. I think aspects like level design, controls, and even graphics to a certain extent also play a much more enormous part in a game's enjoyment than difficulty. If a game is fun to control and offers you a good variety of places to make use of your abilities, then chances are, it will be a good experience, no matter how easy or difficult it may be.
I think this response probably extends far past the scope of the original question, as the OP was probably only asking if you, individually, find a game more interesting with greater difficulty. In that sense, I guess my answer in brief could have just been no. I suppose my argument is moreso targeted at the mentality that "harder" necessarily means "more satisfying to complete." In short, I think difficulty is a part of that and can be used to enhance the feeling, but there is far more to the equation than simply "this is harder, therefore the game is more satisfying." Basically, I would compare it to cooking, where the games are the dish and difficulty is the condiments. The condiments can make or break a dish, and some people will only eat said dish if it has said condiments. But no amount of ketchup is going to mask a truly bad dish or turn a bad dish into a good one.