That's a good complaint actually. I played it on the "Anniversary Collection" for the ole' gamecube though, and that introduced a save feature so I'm not too bothered by it. (My nes doesn't work anymore)
Hmm. Well then I'll one up you. I would like to bitch that Mega Man 5 made the world falsely believe Proto Man is evil. (Even the producers of the american cartoon series were fooled apparently)
Mega Man 3 is my favorite of the originals. But the Mega Man X games for the super nintendo were just absolutely incredible, especially the first 2. IMO better than anything in the original series (not that the original series could be blamed for this)