I'm going to show you all the possible options you've given us in the Pokemon games. Granted, some things have changed from generation to generation, but really, this menu hasn't changed drastically:
Do you see something missing that would be present in other games?
I do.
Or rather, I don't...I don't see...I see what's not...
There's something missing, okay? It's a difficulty setting. How would this work, though? You've designed a game wherein the difficulty gradually increases as the player progresses linearly through the storyline. How can you truly make something harder in a turn-based RPG if the world itself is already designed to up the ante whenever the player gets to a new area?
Does this strike you as familiar at all:
Many people will see this and know exactly what I'm about to propose; since so many players already implicate the set of rules used in these comics, why not have a Nuzlocke setting in the options menu? It would be very easy to do. All you have to do is lock the Poke Balls after the first encounter in a new area, force an entry into the nicknaming screen, lock the player out from trading, and delete the Pokemon's data if it faints in battle. That way, you could create a whole new division of the competitive circuit: the hardcore players. Think about it: tournaments held wherein losers actually lose their Pokemon. The stakes have never been higher! Speaking of "higher"...
Hire me, Sugimori!
See? I also do homonym wordplay. I'm a valuable asset.