To elaborate: This is a game with a 30+ button controller◊ with multiple joysticks, pedals, and switches. You're liable to get killed just trying to work the controls.
Modern air combat simulators like Falcon 4.0 and DCS: Black Shark are a different kind of difficult; generally easier to fly thanks to computerized Flight Control Systems, but much more difficult to fight in due to the complicated weapons systems. Ramp starting the aircraft from a cold state in either sim also makes the aforementioned Steel Battalion's startup procedure look as easy as turning a key in comparison. They don't call them "study sims" for nothing-especially when they used to come with gigantic manuals, one of which (in Falcon 4.0 's case) was a binder that doubled as the game's packaging!
It gets worse for DCS. The developers were actually contracted to make a sim to train actual A-10 pilots into converting to the newer "C" variant, and were allowed to release a slightly modified commercial version. They've boasted that if you can learn to play their game, you can hijack *ahem* fly the actual A-10 Thunderbolt. (Similar boasts have been made for Falcon 4.0.)
Among racing sims, Grand Prix Legends and Richard Burns Rally in particular stand out for unforgivingly realistic driving physics. Trying to leadfoot your way around the whole track, as you would do in an arcade racing game, will only make you slide right off the turn and into the wall. Learning to manage the gas/throttle and brake in addition to the wheel is extremely critical to getting to the finish line intact with a decent time.
Armored Core: Last Raven. As the last game in the series made for the PS2, Last Raven was essentially made for players who had played and beaten all of the previous games. If you hadn't played the previous games, you couldn't import a file, meaning you were stuck with a crappy mech against enemy aces. Even if you had imported a file, the game was scaled to assume you had done so, and the fights are still extremely tough (especially in Jack-O's route which in brief is "fight a Raven every level, or two if Jack-O demands it"). The storyline has different branches and endings depending on what missions you take. However, there are no indicators of how hard a mission will be, and they vary heavily within story paths. Most notably, you start with two missions, one has Bolt, who will obliterate your pitiful starting mech in a heartbeat. The other is a standard intro mission.
X-Wing and TIE Fighter both fit this, mostly because you can't choose which fighter you pilot. This results in fun because the Y-Wing can't maneuver worth a damn, and the TIE Fighter has noDeflector Shields. Also, a lot of escort missions feature ships piloted by Leeroy Jenkins. Is it any wonder the next game let you choose your ship?