Niko was one of my favorite characters too, which was really cemented after rescuing Roman when his dumb ass got captured. Here's Niko, after all the shit he and his cousin put each other through, /flipping the fuck out/ while mowing down baddie after baddie just to save what remaining family he has.
One other thing to keep in mind with a scaling difficulty curve would be customizable equipment. In the case of Fallout 3, for instance, you face progressively tougher enemies in the world as you level. But if you keep on top of getting high quality armor and weapons, you'll still stay ahead. And I'm not talking about the Fatman, oh no. The Terrible shotgun, used out of VATS, with a head shot sneak attack can do over 2000 damage in a single shot. That's enough to turn a super mutant behemoth into paste.
In games with more RPG elements, at least, scaling difficulty enemies can be trivialized with appropriate tactics and equipment. In most cases.