From the very most pedantic of technical standpoints, sure- it isn't how the game was designed to be played, therefore it's an advantage not given to the average player.
However- Nobody, but the most gatekeepery, dickish, must-prove-I'm-superior gamer is going to give a flying fuck about it. The old school gameplay style of forced repetition, dying & starting over until you've mastered the controls & can play through the whole game in one multi-hour sitting, does not jive with the modern style of gameplay. In today's world, games have to fit into a pretty busy lifestyle- this is why all 3 of the current systems let you suspend gameplay at a moment's notice. It's also why the modular 'take me with you' Switch is so damn popular. If you wanna tweak your single-player, offline game so you can re-start from somewhere other than stage 1, you go for it. It's your game.
Now me, I don't use save states becuase I don't emulate. I do, however,
straight-up cheat like a mofo! I prefer level select, for obvious reasons, but if that's not an option? I'll take 99 lives & free weapon upgrades & brute force my way through, sure! I mean, obviously I play clean to start, enjoy the game as is- but when I decide it's time to make the credits roll? Off to Game FAQs for some help, cuz nobody got time for this shit no more