Great stuff, before I got my own SNES I remember my brother's friend bringing over theirs and Super R-Type when I was a kid. It definitely doesn't look like a stone cold stunner now, but at the time these were some of the best graphics I had ever seen

That's always been my thing with Shmups, I love the graphics and sound and the role of the daring fighter pilot taking on armies in space, but I've never found them very satisfying. It's my problem of course, I'm just not very good at them. If I'd ever paid the full price to buy one new back in their console hay-day I probably would've forced myself to learn it though, and maybe I'd be a genre maniac now! Because like you say in the video a big part of these games, and a lot of old hard games, is level memorisation. I suppose I always came to them wanting instant gratification, but they take work. I did get good at the Shmup levels in Cuphead though!
As for the lack of continues (edit - checkpoints sorry), it might have something to do with it being a short game. With arcade games being short, some ports from arcade to console were made harder to lengthen the thing to make them seem more worth their console price. Totally agree that its a pretty thoughtless, arbitrary way to do it. Another thing that happened with some Japanese games too, is their western versions were made harder in these cheap ways because of game rentals in the west, which Japan didn't have. Checkpoints, lives, continues etc. removed just to lower the chance somebody would rent it and finish it. Happened a lot on the NES in my experience!
I have to namedrop Nevryon from 1990, the problematic R-type clone on Acorn. No wonder I thought Super R-type looked insane! Still love dat theme tune doe -
https://www.youtube.com/watch?v=VnMr_Ozeosocrank it up!