Different books offer different pleasures and not all of them end in heart-thumping affect.
Some books are initially overwhelming—like, for me, Knut Hamsun’s Hunger—and require a modified, laterigrade approach where I half-squint, half-sidle down the page, and whenever it gets too much, I write a comment to release a part of the emotional pressure.
Some books are initially underwhelming—like, for me, Spinoza’s Ethics—and require a modified, porpoising approach where I jump in and out of the page, searching for connections and meaning.
In both cases a creative persistence is needed, and ultimately rewarded (if anything, rewarded more than when reading a middling potboiler that ticks all the boxes).
When books are deemed “tough”, it’s because they require a new coping mechanisms from the reader: a different approach from chapter to chapter, a modification of reading goals mid-chapter, and (gasp!) actual thinking while reading.
Escapism—of the kind where you plop yourself on the massage table in an all inclusive resort, become dough, and forget the hands that knead you—it is not. When a book gets tough the bar serves glasses full of pebbles, the air smells of an end-of-year exam hall, and the band plays an industrial hard-metal version of Stravinski’s The Rite of Spring.
Most people riot, then get up and leave.
However, a tough book is also a challenge, and one which can still bring the pleasure of “flow”—a psychological state where man is so well-matched to mission that the world’s problems fall away.
So don’t leave.