@eb948c00 I always like if you get something for sticking with a higher difficulty, despite given the option to switch at any time. It doesn't need to be game changing. May be some extra bonuses along the way. If there are easter eggs - like of the funny or weird kind that you get for sticking to higher difficulties - gimme!
The game should always explicitly tell you that you are about to cross a line of no return for the current run, though. Nothing more frustrating than accidentally switching.