If you're on PC, there's a few configuration file tweaks you can do to make enemies less spong-y. Enemies gain 20HP per level in this game, and thus get very tanky, very fast. This doesn't change per difficulty. The damage scaling modifier does, but not enough to counter this.
I've set this to 5HP and increased how much damage I take as well. Feels much better that way, in my opinion. Legendary enemies still have more health, but not to an insane degree.
I always wished you could make fallout feel a bit more like veteran mode on call of duty, where I could just run and aim for headshots while also trying to duck and dodge
You absolutely can, though. I played New Vegas with a realistic damage mod and it made the game so much more thrilling. Had to pick and choose my battles cause 2-3 bullets would kill the enemy but the same applied to me.