Because they were designed like Arcade Games rather than Console Games. The design philosophy for their difficulty was based around the idea, that they didn't want most people to be able to beat them easily, so that they would come back and play it again and again rather than play it all in one go and complete it quickly.
Why? Because every time, you would play an Arcade Game. You'd have to pay a Euro or a Dollar to play, this means if they can make you die or lose a lot, they can make you folk up more Euros or Dollars to try and get to the ending. Obviously, this money barrier wasn't in Consoles, but because Consoles developers were also Arcade Developers, the Philosophy carried over. Short games with little content, that were so difficult, it would take a long time to beat them.
Eventually, developers dropped this attitude. They added more content to the game rather than just making it super difficult.
I could be wrong on this, but as far as I can tell, this seems to the explanation.