Good points indeed.
Except I quite strongly don´t share this wish:
I'd like to see in addition to a difficulty choice, a choice about what type of player you are. The game balance would change drastically between completists and the casual main quest player.
For me, the ideal open ended game takes absolutely no prisoners when it comes to difficulty of its main quests, doesn´t scale to player´s level at all and finishing it without going through some of game´s non main quest content is pretty much mandatory if player wants to succeed, at least on higher difficulties (I quite dislike difficulty levels as well, or at least how they´re usually implemented, but that´s necessary evil).
This is of course more difficult to balance well as on one hand player shouldn´t be forced to suck the game dry entirely before being able to take on finishing the main quest and on the other hand difficulty of main quest shouldn´t become a joke for a player who does so.
Some of the better ways to control this are to tie some of game´s optional content to pc´s class/skillset and make some quests mutually exclusive (opposing factions and such).
Still, player who takes his time with optional content should have easier time with the main quest, no doubt.
Ideally, the main quest should be finishable without going through any optional content, but only for a player who plays his cards extremely right and utilizes game´s mechanics to the maximum potential.
As for New Vegas, I´m not 100% sure, but I think the main quest does scale to player´s level to some extent via controlling opponents´ hit points and damage potential. It definitely does so in side quests. Enemies which aren´t tied to some quest don´t scale I think. I was cleaning the quarry at level 29 and by that time deathclaws there were definitely stronger than the ones found in the cave that is full of them, which I´ve visited right afterwards.
I certainly consider it a good thing that despite the above mentioned scaling, going through NV´s main quest only is still more difficult, mainly because player is "underitemized" and skill/stat checks don´t scale.
All things considered, I think Obsidian did a solid job balancing the game overall, though there are some spikes, like energy weapons being too weak (well, except for alien blaster, eh), some companions being too effective, etc.
and so on. I also played on hard which was generally not, and did not take the Great Boone who seems to be the death dealing companion of choice. The only fight I could not win was the last boss fight…I tried 6 or 7 times and I just couldn't' do enough damage against 7 or 8 (strong) fighters + Baddy… there was no way my build, with my equipment could work. I hate that. I was a fast talking (75-80 speech) scientist type (90 science) with some skill in guns (75) and energy weapons (70). My companions got wasted very quickly and I kept on getting knocked down. My 'smarts' didn't' count for shit when the Baddy showed up. I tried switching to 'easy' - made no difference. So I cheated. yay. Even in god mode it took 4-5 minutes (!) to kill them all. That's just sick. And worst of all 
