I know I'm not treading new ground here, I'm sure these observations have been made before, but I wanted to note that as a relatively new player of this game, I don't find Nightmare fun.
The primary challenge on Nightmare is the respawning monsters. The only way to prevent respawning, without some late game weapons that take luck to obtain, is making sure monsters die on the right tile (another corpse, a door, or fluids). This in turn means that actually shooting the monsters takes a back seat to manipulating their movement, which takes a fiddly combination of dancing around, positioning guess-work, dealing damage carefully calibrated not to kill something, gift-dropping, and waiting. I'd guess the amount of time spent waiting (measured by in-game turns) by a typical good player on Nightmare is a majority or at least plurality of their game actions. In real time, I've watched good players take 15 minutes on a single Nightmare level.
Meanwhile, the respawning also exacerbates some of the more frustrating aspects of the randomness of the game. Knockback is not consistent because damage rolls aren't consistent, which cuts down on the number of circumstances where it's possible to reliably position monsters so they don't leave a corpse. Some levels are much, much easier to prevent respawning on than others, and if you generate a level with lot of big rooms with awkwardly placed doors preventing repawning can verge on impossible. If you end up in a situation where you have to kill something where it will respawn, it can stay dead long enough for you to clear the rest of the level or immediately resurrect the moment you kill it, which is particularly brutal when a high-HP enemy gets a full refill rather than dying.
Maybe there's a play style that mitigates these issues, but if it exists, I haven't found it.