I'm the quintessential casual player; I played through both DA:O and DA2 on Casual. For DA:O I died so much in Casual, I gave up the game for several months before I could be bothered going back to it with fresh eyes. I don't find combat interesting in general and I don't particularly understand the allure of 'challenge'. I play RPGs to roleplay a character, not necessarily be the baddest ass around.
On two separate occasions though, I think I caught a glimpse of what compels people to only play on higher difficulties.
In Dragon Age Awakening, there is an optional boss encounter with an Electric Dragon, a Fade creature that has lightning breath. I got my ass handed to me thrice in a row there (on Casual, as always). So I went online, looked up strategies and saw apparently you can solo it with an Arcane Warrior on Nightmare. "So, I should be able to do it on Casual," I thought and went back in, with Anders as my AW.
Anders, the Arcane Warrior and the healer of the group, died within two minutes.
I was frustrated enough to try and reload, but for some reason I didn't. Instead, I kept at it. Moments later, Nathaniel, my Archer, died. So now I had my Dual Wielding Rogue Warden and Justice, the Warrior. Oh and my Warden's Bear. I thought I was done for. The Dragon had over 75% of its health left.
Somehow, I managed to beat the damn thing with just two party members. It involved running about, potions, lots of tanking and backstabbing, but just two party members (and the bear) managed to kill the dragon when my entire party had failed several times before. It was exhilarating.
The other time was in Mass Effect. When you confront a certain mini-boss in the game, the boss says something like 'Few humans have faced an Asari death squad and lived to tell about it'. Meaning an epic fight. I was, like the coward I am, playing on Casual. I wiped the floor with these Asari. After, I thought,"...That didn't feel right." So I reloaded the game and upped the difficulty to Normal. This time around, I almost died. My health was such that one more hit would have killed me when I managed to kill the last Asari. It was gripping.
So, I get where the 'intense difficulty' people come from. For myself, if it was always that exciting, I'd get exhausted. I like tricky boss fights, but if every mob battle is a fight for my life, I'd be so stressed out I wouldn't be enjoying the game. I generally play for other things than combat challenge, so while the occasional tough battle can be interesting and immersive, being challenged in every single fight is not my cup of tea.
I just wish the hardcore people would leave us poor casuals alone. The condescending vitriol coming from some of them (definitely not all) can be very tiring.