Difficulty in most JRPGs shouldn't be in the potential loss of progress sure, but P5 is a dungeon crawler and thus part of its challenge isn't in traversing these dungeons, which is why receiving a penalty for making mistakes while going from point A to point B makes sense.
If you don't want to lose progress you play better and more carefully, that's it.
I mean, you can already save ANYWHERE in SMT4/A and almost everywhere in Persona 5 (and dungeons now have multiple save points not that far apart.) Only thing they can do is auto-retry/revive if you lose after EVERY battle (like FFXIII). And SMT4A already has that basically lmao.
Oh I know, SMT IV was good and Apocalypse was great, but that feature is the one thing I despise about them because the game isn't balanced around them, so there's 0 tension in dungeons for me and the only times I felt I had to prepare for a battle was with bosses.
I really want to think they only did it because those were handheld only games, but I'd hate P6 and SMT V (and Deep Strange Journey?) to be like that. Persona 5 feels like a very fair middle ground which I didn't expect at all but appreciated a lot, though I guess they could add retries to Easy and Safety