If you're on PC, there's a few configuration file tweaks you can do to make enemies less spong-y. Enemies gain 20HP per level in this game, and thus get very tanky, very fast. This doesn't change per difficulty. The damage scaling modifier does, but not enough to counter this.
I've set this to 5HP and increased how much damage I take as well. Feels much better that way, in my opinion. Legendary enemies still have more health, but not to an insane degree.
Do you want me to share the settings?