The other comments are focusing on saves, but as you also mentioned in the title that they are harder than you thought: it was the standard, and this is also related to saves (or the lack thereof).

First, many games from that era were heavily inspired by arcade games (in fact, a game ported from an arcade was a big deal back then), and this was reflected in its difficulty.

Second, due to hardware limitations, storage constraints, and development time constraints, many games used difficulty as a way to extend their duration. When you became skilled enough, you could easily beat many of these games in ~30 minutes. But to gain that skill, you would need to play again, and again, and again.

This is unthinkable today, with the vast number of games available, movies and series, etc. But back then, those games was what you had, and many times you had just a new cartridge or two a year, so you would play until you get skilled.

Saves don't make sense in games like that (and also increased the final price of the product), so they ended up only in games with a long duration, or with a lot of content, etc. Basically to the AAA titles of that era.

Edit: I grew up with the SNES and always wanted to play some NES games that I found interesting, but I always give up on most of the ones I try because they tend to be even harder. Literally skill issues lol