Meiling the Mighty
Wait, Touhou's the exact same thing anyway. You just have to go through the easier parts again, which is only a problem if you're in a hurry.
But continuing doesn't unlock the Extra stage anyway.
Touhou = Infinite continues.
From the 6th to 8th games, a continue merely reset your score and you couldn't unlock the Extra Stage.
From the 10th onwards, it's back to the beginning of the stage. It's frustrating, yes, but it's also a learning process. It's part of the fun in these games!
You know which games train you to the frustration of danmaku and dying repeatedly? Shoot the Bullet and Double Spoiler.
I stopped playing StB at stage TWO because I just couldn't deal with Cirno's spellcards.
When DS was announced, I said to myself, let's give it another try, maybe I'm missing something.
Because, you know, I suck at dodging bullets. HARD. But I still do it because of the pleasure it gives you when you dodge that hard part and win the stage.
StB and DS are frustrating as hell, but when you finish that stage that you've repeated over and over and over again for the last half hour, just because you keep making little stupid mistakes, that feeling of accomplishment is worth it.
I still haven't finished Shoot the Bullet, but I'm getting there, steadily, one death at a time.