It's not masochistic to enjoy a challenge in a video game.

I've played (but not gotten very far in) Dark Souls, so this is only the second-hardest game I've played when it comes to surviving -- and I love that it's difficult.

So far the hardest time I've had was when my friends and I took on the Elder in our first multiplayer world. So. Much. Death. A base was nearby, though, so we didn't have trouble getting our stuff back (only to die again).
And you know what? That is, to this day, one of the best and most fun experiences I've had in the game.