No, everyone should play games the way they want it. Also play in Easy is perfect when you just want a light fun moment, without intensity or frustation, sometimes it's what I want. But there are some very good reasons to play games on higher difficulties:
1. Play on Easy can be boring. For example in any sports game unless you are 3 year old you will win by a lot easily, it's really boring.
2. You want to get better at the game. Again like sports games. Youll never be able to even compete against your friends if you are stuck on the lower difficulties.
3. Some games becomes different ones in higher difficulties. Great example is God of War series. From just pressing [] throught the whole game on easy, in hard you must learn to dodge, block, combos, it requires skill, timing, etc. What could be boring enemies on Easy becomes very intense fights.
As someone else said, the easy difficulty makes games shorter, simple and sometimes dull, so never complain about the lenght or complexity of games if you play in easy.
4. Because the game demands it to unlock stuff.
5. Bragging Rights.
6. You like to challenge yourself.
6. You are masochist. Yeah, some games are that hard that only people who loves frustation and pain play it on that difficulty.