Quick answer: Difficulty options are worth having for most games, they let players tune the challenge to their skill, broadening your audience and reducing difficulty-driven churn.
Difficulty options can broaden who enjoys your game or be unnecessary for a deliberately-tuned experience. Here is whether you need difficulty options.
Why They Help: Fit Different Skill Levels
Difficulty options help by letting players tune the challenge to their skill and preference, a single fixed difficulty (tuned to your expert skill) is too hard for some players and too easy for others, so options let each player find a level that keeps them engaged rather than frustrated or bored.
Bugnet captures where players drop off and struggle, so you can see whether difficulty is driving churn (and whether options would help), informing your difficulty design with real data.
The Benefit: Broaden Audience, Reduce Churn
The benefit of difficulty options is a broader audience (more players can enjoy the game at their level) and less difficulty-driven churn (players frustrated by a too-hard game, or bored by a too-easy one, can adjust). They also support accessibility (players with different needs can adjust).
Bugnet captures where players quit (revealing difficulty-driven churn), so you can confirm whether difficulty options reduced the churn at the points players were dropping off.
The Exception: When One Difficulty Is the Design
The exception is games where a specific difficulty is core to the design and identity (some games intentionally offer one challenging experience). Even these often benefit from assists or options, but a deliberately-tuned single experience is a valid choice if it is central to the game.
Bugnet captures where players struggle even in a single-difficulty game, so you can distinguish intended challenge from unfair difficulty spikes or bugs, refining the experience whether or not you offer options.
Difficulty options are worth having for most games, they let players tune the challenge to their skill, broadening your audience and reducing difficulty-driven churn, unless one difficulty is core to your design.