Personally I would have liked an easy level in zuma. I'm too old and slow to complete those last few levels.
It really depends on the style of game. Action games I'd say require a difficulty level because not everyone is capable of great coordination and reflexes. Puzzle games though don't need it because the gameplay won't suffer just because you can't move the mouse accurately at great speed. Then there's the other option of making already challenging games REALLY chellenging, deliberately. Make it so on "oh my god my eyes are bleeding" difficulty, the player gets given massive score/reward then they have a reason to go back and try that level after completing normal level. This works well on games where the primary driving force is to get that great score and knock off "bored housewife" from the top of the online score.
...just don't get me started on the whole how to implement difficulty levels. Games have been struggling with that problem since the dawn of time*
*may be slight exaggeration