It is difficult. Spaced-out checkpoints like those in the Souls series mean more is asked of the player. (For example, in Demon's Souls, beating a level requires a player to be competent and consistent enough to beat an individual stage and its boss in one continuous sitting. In a hypothetical version of Demon's Souls that allowed you to save between every individual encounter or something, beating a level only means the player was just competent enough to beat a bunch of separate, individual battles. It is undeniable that overcoming one large challenge is more difficult and tense than beating many smaller ones. (Another poster made a comparison to a hypothetical Mario game that saved after every single jump you made. It should be self-evident how joyless of an experience that would be.)
A lot of people say that Zelda's save system enables experimentation, that they wouldn't try certain risky things if they had potential lost progress on the line. That's fine - due to its structure, Zelda clearly isn't the kind of game you could just drop large, spaced-out checkpoints into - but the fact is that a game where you don't have the option to just beat your head against a challenge until it gives way (a game where you have to treat each attempt seriously due to the stakes of failure) is always going to be more difficult than one with constant, frequent autosaves and the option to save wherever you want.