NES games were never "that hard," it makes my blood boil a little when people complain about Ninja Gaiden or Batman or TMNT being absurdly difficult - they were not games you could just blaze through guns (or swords) blazing, they required careful thought and mastery of the game's mechanics, memorization of the patterns, etc. That stuff might sound like a drag today, but back in the day "it was how games were" and it was actually super fun when balanced properly, such is the case with the games I mentioned. (Also, maybe less so TNMNT but those games had very well refined mechanics, so it was a joy just to hang out in those games and do anything!) And then, if you got far in those games, it was genuinely rewarding - all that more so if you saw the end. It was a badge of pride amongst your gamer buddies if you could say you handed some of those games their ass! It is something that modern gamers playing those games with save states will never be able to appreciate - and I am not taking it away from them, just like you can simply watch the game on youtube and "See the thing the whole way through," but you are definitely not going to get the same satisfaction of surviving that gauntlet if you don't play the game the way it was originally intended. For many reasons, that's simply not compatible with how games are today I suppose (and that's totally fine!)
With games like Super Mario (8bit games), it was great that they did have the warps in lieu of a legit save - if you wanted to see the entirety of the game (and you'd generally want to, as it was so packed with surprises and creativity) you could simply play through in one go over time. But if you just wanted to pick up and get to a middle or later stage, once you learned where the warps was then THAT was your "save state" I guess. Not as elegant as a password or better yet a battery, but it was satisfying for what it was at the time.