I know @RedShell covers it perfectly in the OP, but until Golf Story, I'd only really noticed it in really specific examples in games (collecting coins in MK8, rolling through pipes in Mario + Rabbids) - but Golf Story's implementation is the first time I've thought "Ok, this is definitely a big step in rumble!"
The golf swing on the title screen is a great example, but my favourite use of HD rumble on the Switch so far is how well it adds to the dialogue in Golf Story - it's used to great effect to convey emotion and tone of voice for each character. It really does add a lot to how Golf Story tells it's story.
Also, the noise it makes when you hit a ball off the screen is really cool: