Most of the games I played back in the day had some way of resuming your progress at a later date, whether that was an actual save system, a password system, or even a hidden warp zone. What were you supposed to do for longer games that had no way at all of resuming your progress after switching the console off? Get good enough at the start of it that you could play the game faster and eventually complete it in one go, or just leave the console on overnight and continue the next day?

(and yes, my Mega Drive is currently sitting powered on because I couldn't think of a better way to keep my progress)