Well, I can tell you what Gamefreak's response likely is to anyone asking for a Challenge Mode to be properly included:
"You already have one. It's called the Battle Tower."
But the Battle Tower SUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUUCKS. It's just a repetitive grind against rando trainers who have a semi-competent AI (and in some games, cheating). In the newer games, you will sometimes get to battle a recognizable trainer like Red and Blue in USUM or Leon in SWSH but I hardly ever get to that point because it's such a fucking slog. Oh, and this is how you get BP. What's the BP for? Oh, you know, all kinds of wonderfully useful items that are limited in-game like the items needed for specific trade evolutions like Rhyperior or Magmortar. Or, in SWSH, items that allow you to manipulate your Pokemon's stats and abilities to make them more viable in the metagame. Considering that money is practically meaningless in these games after a certain point, I don't understand why they can't just have this shit be something you can buy with Pokedollars. It would lower the barrier of entry to competitive play (something they've been trying to do for awhile now) and I bet it would help cut down on the number of hacked 'mons being used if they didn't make it such ass to manage these various attributes (some of which are invisible, to those who aren't in the know). But Gamefreak will never do that because a) acquiring BP is the only reason anyone would put up with the Battle Tower and b) it might force them to actually develop a real postgame which is what they lean on Battle Tower to be.