any game with a scoring system is usually worth playing, provided the scoring system isn't used in a hamfisted manner in order to emphasize the violence by dehumanizing the people you kill (i'll use the context of madworld's point system as an example even though that game was great).
games like ninja gaiden, dmc, bayonetta, vanquish, sin and punishment, etc. you always learn from your deaths in those kinds of games. "every time i do my big slow powerful attack i get smacked from behind, i should probably stop doing that when i'm surrounded" teaches players to stop mashing buttons and employ decision making processes on even the most basic levels of gameplay. anyone who wants to be good at anything would be trying to do this on their own, but when the need to is taken away they might not notice there's even room for improvement.
"oh hey i can block their attacks! i should do that more!" becomes "if i time the blocks more carefully it stuns the enemy!" direct rewards (stunning the enemy so you can style on them) for increasing skill (recognizing attack patterns and employing precise timing) promote skill gain in the player, obviously.
every mechanic of the game is rewarding in its own right but also carries a punishment for improper use, encouraging you to learn how to play games properly. then, when you get to the end of the level it straight up marks you on how cool you were so you don't just cheese through every level with only the goal of survival. the game evolves from "learning to play" to "trying to overcome the challenges of the game while not dying" to "beating everything in style"
the specific skills you acquire while learning these kinds of games may not necessarily transfer, but the approach you took to acquiring those skills (exploring the system, analyzing your tools and their applications) is a valuable lesson in any facet of life and is often the most rewarding part of them. beating them is a point of pride beyond "i'm so l33t" because it's not just about raw twitch reflex. instead of "i can get the most headshots fastest while under pressure," it becomes "i consistently make good decisions from a large pool of options extremely quickly while under pressure, with above average dexterity and it's really cool to look at."
with vanquish, me and my friend tried to gun through it on hard mode right away and we had to constantly rethink our approaches to fights and how to utilize the different mechanics in order to maximize our ability to kill everything without leaving ourselves overly vulnerable and getting killed. At the same time, we had to do enough awesome stuff to keep ourselves from getting bored, and the game never really punishes you for doing something dangerous if you do it well enough. it was pretty much a perfect gameplay experience in that regard. it was consistently fun and every single revelation we made came with such a strong sense of accomplishment i came away from the game convinced i had become a better person as a result of having overcome it.