I wasn't saying a generation of games, I was mainly referring to the most popular games mention, namely Zelda and Metroid. As I've already explained (and has been mentioned by other posters previously), Zelda is not really about battling. Hell, you could quite easily go through an entire dungeon without taking a single hit (use of magic, dodging, basic skills). The difficulty in Zelda is the puzzles. You can't change those around on difficulty settings without major work and setting the game back five or six months. Zelda is not Final Fight, a difficulty setting would be pointless.
The same goes for Metroid, to an extent, but it can be argued that Metroid is more battle-intensive. The thing is, Metroid had difficulty settings. You could easily turn the hint-system off and wander through Tallon IV yourself. In addition, once you beat the game, you could make it more difficult by accessing the "Hard" setting. I suppose one could argue that it's not the same as the old Metroid where you'd only have 30 health and save stations (which weren't there, obviously) could not heal you. That would also be morbidly insane. Most people who didn't play the game as kids would be so frustrated that they'd give up and recommend to their friends not to buy it. Face it, when kids beat a game, they enjoy it. That enjoyment figures in to Playground logic where you tell your friends about this awesome game you just beat. The same idea works for all age-groups.
There's also the opposite end of the spectrum, where the game is just ridiculously easy. Take, for example, Final Fantasy X. Keeping spoilers to a minimum, I'll just say that it is impossible to die in the Final battle. Impossible. I could have slept and still won. This made me really dissapointed in the game and I gave my friends a cautionary warning to not expect too much from the end. If someone told me this, I might have been turned off from the game and not played it. However, FFX is an amazing exception. I never came in expecting it to be difficult. I haven't played a difficult Final Fantasy game since FFV. If, in Metroid Prime's final battle, I was incapable of dying, I'd be livid.
The general points that I'm trying to make are
A) Difficulty levels are not always possible
B) They're sometimes there, you just have to be experienced enough to deal with them
C) I have no idea what that last paragraph was about
-- ShockingAlberto