LogFAQs > #968569110

For some reason, No More Heroes 3 just flat-out gives you a permanent invincibility shield if you play on easy. This makes for a pretty unsatisfying playthrough. It also conflicts with other parts of the game. The side jobs can still be failed from running into hazards, and you wanna do them because they give you money that's required to progress the story. There's also a boss fight that requires rhythmically pressing randomized buttons, and doing badly kills you. The second phase is against a boss whose laser insta-kills you.

They probably added the shield because of the sudden difficulty curves of the past two games (Shinobu from 1 especially), but just making you completely immune to nearly everything was a bad idea.