Only kiddies give a damn about those "pros". The rest of us will close the game, uninstall it right away, and not even bother to ask for a refund. Or for that matter leave any kind of feedback. Only kiddies give one-star reviews.

The more options you give - the wider the appeal of your game.

Also it can appeal to different age groups - so that a younger or inexperienced player might be able to pass on an easier level.  They might play it through on "easy" and then try it again on a "harder" setting.

There again people also have different equipment - and a person with a non-gaming mouse / keyboard will not have the same experience as someone with it.

There's no downside in having multiple difficulties. If you have a certain difficulty that you feel the game is at its best, just mention it( "e.g 'Hard' - 'recommended for the authentic experience' or something), or make it unlock-able so players can new game+.
Difficulty on the fly as an option is pretty nice too, because some games can be decently difficult through most of the play-through, but have one moment where everything spiked to eleven and you have no idea what to do.

Another way to tackle difficulty is to give the players tools that could make the game easier to play at the expense of their high-score or something like that.

(Not too sure how to explain but for example you'd give a long range weapon in a very Close Quarter Combat focused game)

I prefer one (classic) difficulty level, both as a dev and a player, for the following reasons:

• DEV: Less balancing work
  Just implementing one difficulty prevents you from having to change content to fit all of your difficulty levels, resulting in a lot of work.
• DEV/PLAYER: Shaping the intended experience
  Making a game is ultimately telling us something about the one making the game and their vision. Maybe a lower/higher difficulty might actually compromise your vision for the game. As a player I want to know what your game is about, what emotions is it supposed to evoke?
• PLAYER: I want to feel like I beat the game on it's terms, not mine
  I enjoy playing hard games, and there are many people who do. There are some people who want to have bragging rights because they beat one game, and I can kind of understand that, but that is not my point. Having the option to just lower difficulty anytime lets me think I could have just "cheated" the game.

I think Celeste is one of these games that handles difficulty well. It is supposed to be hard, and is telling you that, but you get the choice of enabling accessibility options, which let you turn down game speed or give you infinite stamina. In this case the difficulty of the game does not change in itself, but executing the movement for beating stages can be made easier. It is really granular in it's control and I think it is a great system for adjusting "difficulty", which is mostly an accessibility issue.
Pros are: Stages did not need to be redesigned, players are able to experience the game in it's intended form. The accessibility options clearly state that the game is supposed to be challenging, and that they are present to ensure anyone can have fun with the game regardless. I can just keep them turned off and play the game like I want, and I think that's great. Also, I can experience my friends beating this wonderful game aswell, even if they might not be quite skilled enough to do it without these options.

Another thing to consider might be adaptive difficulty. Making the game adjust to the player (even without telling them) can make for a great experience. It is harder to implement, but can be really rewarding. There are games like Wolfenstein that make fun of the player for playing in "Baby Mode", and I think that is a shame. Hiding difficulty at all and adjusting it automatically can really help with the player feeling ashamed about picking lower difficulties.

Or, you know...just pick sensible names! Many games do that well, instead of Easy/Medium/Hard you could name them Story/Classic/Challenge. Maybe even "Classic" might be bad, since that would imply players picking other options are not playing the game as intended. This is a really hard topic to tackle, so I'll just leave you with a great video by Mark Brown covering the options in Celeste :)

Good Luck!