To give my own personal anecdote, I was talking to a friend who was playing Dark Souls II and really not enjoying the game. My friend told me that it takes forever to kill enemies, and the combat is so samey and uninteresting. I recommended he try some new weapons out since most have vastly different movesets, maybe try dual wielding or powerstancing, or maybe even give a magic build a try as it can offer a vastly different playstyle. They told me they only play fantasy games with unarmed builds, and that they didn't want to do anything other than dual wielding caestus. Eventually, they decided they weren't enjoying the game so they stopped playing.
I'm getting a similar vibe from you
Actually, I thought it was pretty clear it was the exact opposite: I'm using all the means at my disposal, that's the point. If those ruin the challenge, then it's a game design flaw and an overlook of the game designers, period. When I play a game, I play it however I feel like to have fun, I don't want to bother thinking stuff like: "oh, that item is overpowered after all, so I'll restrain myself from using it from now on". It's not my job to figure out and correct such things, it's the developers',
before I buy the game.
You say for example that you wish you could use Yoshi in any NSMBW/NSMBU level, but that'd ruin all the careful work of the designers to create tons of brilliant challenges involving stuff in the air and remote platforms. You don't seem to understand the consequences of the "do your own game" philosophy. Many, many times, more is less: if you can use Yoshi anywhere, either he ruins challenges where he's not supposed to be used, or you design all of the game with him in mind, and it makes the game poorer and less interesting, and frustrating since you can't afford to lose him. He's too powerful to be usable anywhere.
Open world games do exist for you to enjoy, why would that sort of design ruin tight games like platformers? You can't make the main item in your game ruin your own challenge and expect players to refrain from using it, it's absurd. It all has to be within certain limits.
While I agree with this in principle, wrt items in Mario I think there is a really good rule of thumb: If an item is found in a level it's meant to be used there. Just treat the ability to carry items over to other levels as a cheat, too.
Except you carry items over to other levels naturally when you beat them, it's a basic rule in the game. Or are you arguing that to properly enjoy Super Mario World, the player should purposefully get hurt at the beginning of every level so he loses his item? This sounds like a severe design flaw.
Look, not only you naturally carry your currently used item to the next level, but
you can stock another one for spare in case you're hurt in action. No other home console Super Mario Bros. game allows you to do that. The game doesn't consider item use as "cheating" that shouldn't be done, it goes out of its way to
encourage you to stock and use items wherever you can.
You say that the player can go in a level, grab an item and get out with the item through the menu, but isn't supposed to do that, but then why is he able to do that? If really you shouldn't do it, you shouldn't be able to do it. And if I did, it's because the game offers you to stock items, it indicates stocking items is the way to go to play the game.
I don't even understand why you mention the secret arsenal level in the game. Its presence
proves my point: the game goes out of its way to encourage you to stock and use items wherever you like. If following naturally what the game allows you and encourages you to do spoils parts of its challenge, then it's the game's own fault. As a player, I don't have to correct the balance and design issues developers left in their games, especially when it's not canalized through in-game rewards. Good design in that sense is Wario Land the Shake Dimension: it's a game with tons of freedom for everybody to be able to play the game, but objectives focus the challenge. Super Mario World doesn't do that, and its challenges is muddied and spoiled by overpowered items.