imo its Metal Gear Rising and Devil May Cry series. They are the only ones where I wanted to play on higher difficulty for greater challenge without everything getting extremely annoying.
Final Fantasy 7 Remake has you utilize every aspect of its mechanics on hard mode. Not only were enemies more challenging, you couldnt use items during combat and MP did not restore at benches which made certain materia more valuable.
The Last of Us (both games) on Grounded, enemies are much smarter in both combat and stealth. Plus in Part I your weapon damage is adjusted to be more realistic
Fallout 4 added a properly challenging survival mode a while after launch. While there were some bullet-spongey enemies here and there (especially at high levels), generally both you and enemies did more damage and you had to be smart about how you played.
Starcraft 2 has brutal and brutal+ for the RTS genre. More units, more difficult units, better defenses, better AI, and in the case of brutal+, you get random modifiers like enemy units spawning smaller units or exploding on death, nukes randomly going off around the map, and more.
Enemies still go down in a couple hits like real humans but they can also take you down like you’re a real human. Makes you play much more cautiously and tactically.
In my experience the only game I've played that has an actual hard mode and not sponge mode, is Alien Isolation. The alien does get smarter, faster.
I started playing all the other games on easy mode now just because I want to be able to kill the enemies in fewer hits. I know how to kill them and making the game harder does not change how you must kill them. So why waste my time with bullet sponges?