I started CK3 two months ago so am a bit newer, but I've been enjoying the Hard Modes much more than Normal mode. My favorite changes have been those that add more purpose to existing parts of the game.
For example, the restriction on grabbing every courtier with 20+ in a stat through marriage has made me engage with recruitment travel events and recruiting knights at Grand Tournaments a bit more, when before I would just space out during these things. Also, more interesting mishaps have occurred when my physician isn't always at "Excellent" aptitude. The game seems to become most memorable and fun for me when things go wrong. I also feel a bit more connected to my courtiers and remember them more when I recruited them through an event.
And I know this probably seems less important than other changes, because I could just self-restrict on courtier marriage recruitment, but idk, for some reason I get really un-immersed when I have to self-restrict in games, kind of like I'm playing chess against myself. I totally understand if that sounds silly to some people. But it's the same reason I like Ironman Mode.