That’s to me part of the delight in modern experience of classic games: to go through these games you never had a chance to complete before! mostly with a few features:

• save/load states (with accessible shortcuts on your controller) anywhere in the game, whether or not the original game had a way to save/load progress, and regardless on when/where the players were “allowed” to save. because we don’t have as much time as we had when we were 12yo…
• rewind. YES. in case you havent played a modern emulator through retroarch recently you may not even have thought it would be a thing! but it is… like in movies. you get killed in that super-hard shmup that implacably sends you back to the beginning of the level every time you die? ever found that a bit… unfair, maybe? well, just rewind, dodge that bullet and keep playing. you may not integrate this new learning as much as if you had to play it 100 times to learn it by heart and get there, but hell, again, the time thing. (also fast-forward comes handy for those JRPGs games, where you had to constantly grind with random encounters in order to level up… think “catchin’em’all” and not having all the time in the world…)
• arcade games frequently had unlimited “continue” (as long as you would shove money into them), while console adaptations we tried our teeth into at home -for the lucky few of us- had usually an arbitrarily set number of “continue”… (mostly -so i heard about the US at least, where there was a huge rental market for console games- to make sure kids won’t finish the game in less than a day or a week-end worth of a rental… and rather be challenge to rent the game again). with arcade emulators, you have all the virtual coins that you need…

Combining those together gives anyone the occasion to just experience any of these games, from start to finish, in a relatively short period of time. a 90s arcade brawler or shmup or such goes in one sitting of usually less than one hour… anyone is free to then decide to practice them hundreds of times until they decide to stop using these features one by one and/or use them as creative constraints along the way of their own training, etc…

In short: modern emulation gaming levels the playing field (pun very much intended) when it comes to making those games accessible to everyone, especially those nail-hard ones, by giving access to a wide diversity of ways to experience them! yay! \o/