When You Die, You Go Back to the Beginning.

[Koh]

I hated the fact that Kid Chameleon did it, considering how long of a game it is. To this day, we've still never finished it on the actual console; we finished it using save states as our battery backup save.

You don't need to be sent back to the beginning to have a challenging game. Take Street Fighter 2010. This game kicks your ass, but is also extremely fair when it comes to continuing: You have infinite continues, and when you continue, you do so on the same stage. That's a hell of a lot better than starting back at stage 1. Stage 1 isn't even where you need the practice if you failed at Stage 6. So all of that backtracking is a giant waste of time and energy.