I did not even know they had a game+ mode, so at what point can I go from normal to epic, then legendary?
The epic and legendary modes ARE the new game+ (or you could even consider the gradual progression intrinsic to the base game design, so even newgame+ modes ARE normal playthroughs, the difficulty spike comes through playing the game as linear progression does its thing). You get better item drops and the monsters get harder as well. Its designed so you play through difficulty setting 1, 2 and then 3 (and 4,5, etc).
Its sort of game design is called linear difficulty progression. Playing through a game doesn't mean seeing everything the game offers. Hack and Slash games were one of the first genres that pioneered this. That you are able to difficulty is simply just giving the player choices. There are some mods of hack and slash game that takes this to the extreme, like The Hell 2 mod for the classic Diablo. Which has like a billion different modes and adjustments. It can get kinda insane if you want to push this stuff when you make a game.
Of course you can skip lets say a normal mode and jump straight into the harder thing, but its not different than gradually experiencing the game, its just that you skip some aspects for the game that you've most likely already seen. Both ways (playing the game through the beginning in normal mode and then "unlocking" stuff or skipping difficulties and play on legendary) are intentional design choices due to how hack and slash games work.