Not something that's particularly difficult when talking about NPCs, but neither demonstrations of, nor pretensions to, skill are why I'd like a more challenging game. Doubly so when the 'skill' in question is has almost an irrelevantly narrow focus applicable only to a small portion of a holistic, organic, experience.
I'm ultimately playing a CMDR life simulator in what is ostensibly a cutthroat setting. I want to have to try my hardest, not just in the moment with the tools I artificially handicapped myself with, but at every step along the way, and still have a chance to fail. I want to play a character that cannot rationally be convinced of his own immortality or superiority, who would never willingly sacrifice any edge, because to do so would risk ruin or annihilation.
The whole setting doesn't need to be this difficult for everyone, but it should be this difficult for my particular CMDR, who has rampaged across known space and beyond for the better part of a decade, leaving tens of thousands of corpses in his wake. My CMDR is a mass murderer, drug smuggler, slave trader, alien collaborator, double agent, and war criminal. Life should be rough, without my out-of-character handicapping.
I want a more challenging game because it's difficult to be immersed the character my CMDR has become otherwise.