Well, you have to remember the first time you played a souls game. Dark souls 1 didn't give you clear instructions on where to go in the first place, you had a whole world to explore and you weren't sure you would find a bonfire in x direction. There aren't any bonfires in new londo ruins, but due to the fact that it's probable to miss some and never find it, you're never quite sure about that.
I find it very clever in that sense, because it makes exploration feel like exploration; the absence of map is one of the nicest features and I honestly felt that Elden Ring would have been a better game without one.
To me the game is not about high difficulty, but rather it tries to put you in front of an obstacle while asking you to jump over it constantly : alleviation is so much rare, it's literally obstacle after obstacle until the whole game is explored and you feel at home and master the different aspects of the game.
I agree with the fact that NES games were a lot more difficult; but that's what I meant by "arcade" difficulty, where the difficulty comes from speed or rhythm, where you have lifepoints that need you to restart the game since the beginning if you reach 0.
Embodied difficulty would be different because while you can experience arcade type of difficulty in dark souls if you want to, you can also find a solution to make a situation easier, you can try to aggro mobs one by one, you can run past them, find some consumable items, raise your SL, enhance your weapon and etc...
I call it embodied difficulty because it takes the form of a situation, an obstacle, a mob, a boss or something present in the game world, that you will sometime try to beat without using consumables, like if there was a sense of honor in respecting the situation and like if there were legit ways to win and less legit cheeses. This are the moments I find I'm "playing" a game for real. The embodiment makes the difficulty localized, skip-able, and sometimes you may want to reserve it for later.
When I think about difficulty in Mario games, it is not so clear whether we are dealing with arcade or embodied difficulty types; a level in itself is a sequence, and some parts of the sequence can be considered as obstacles which you will identify as "embodied difficulties". What I am saying is that dark souls really makes me feel that concept in an evident manner.
I am using the term to explain my experience, but I don't think it has to be taken that seriously, and it is just an endeavor to express some stuff I felt different in comparison to other games.