Voted "Yes; Fun" because I -sometimes- do. I also tend to play games I've beaten before on medium settings when I want to experience the story and setpieces rather than have a tough challenge (Like when I replay a Call of Duty game, the setpieces are enjoyable without needing the difficulty ramped up) but sometimes I'll try the hard way anyway, so it really depends on a lot of factors - if the challenge is a major part of what makes the game enjoyable (as opposed to said setpieces, perhaps the story or just something else) then I'll generally try to power through it instead.