Why is Ultra Hard an option for first playthrough when that wasn't the intention?

I'm about halfway through my first playthrough of HFW on ultra hard. I'm enjoying the challenge and while I'm getting through it, it's taking a very long time, largely because of needing to upgrade gear. I've just read that this is because the difficulty was intended for New Game+, and I won't even get a trophy for my effort. I played the hell out of HZD and I feel I can beat it, but I'm wondering why this is even an option if I'm not even going to get a trophy for it.