I was thinking - why aren't difficulties tied to worlds?
I have my main world which I play legit in, and my second test world which I use to test mods 'n' stuff. I play this world on peaceful so I don't get myself screwed over by creepers or skeletons. It's frustrating to find a creeper behind me in my test world, however, or to find that I'm regaining my health in my main, legit world.
Which is why I propose that a difficulty setting should be tied to worlds and not to the entire game.
In the main menu, the difficulty setting would be the default setting created with the world you generate. In-game is where you edit the setting for your world.