Danna_no_L
Play Contra or Gost and Goblens without cheats, maybe play old Megaman you know before you get things like charge shots and dashes, maybe try beating streetfighter or Fattel Furry on hardest difficulty and then there is the widow maker Batman and Ninja Giden.
And on Sega well Streets of Rage, Alter Beast, and so much more.
I mean looking back you don't hear any gamers now complainingabout diffculty and they sell PS2 and Xbox games by the dosen but it is so much harder to get older games case no one beat alot of the games and still trying or they did and it so fun they can't let it go.

I asked for proof, not conjecture.
Just because you think the games are hard does not mean the games are hard.
I've beaten Ghosts and Goblins, Contra, Megaman, Street Fighter on hard, Batman, Ninja Gaiden, Streets of Raged, Altered Beast....
I didn't find them particularly challenging at all.
As I've already said, the only implied difficulty is the number of lives you get. This does not make the game harder. It only makes it so you have a harsher penalty for failure.
Play any of those games (that have a life system) with infinite lives. They're easily doable. Why? Because they're not challenging. They just don't let you bounce back as easily.