I can see why people want this, but I for one don't. I think not having it introduces a "forced" arcade experience, making finishing games somewhat trickier. Generally I've found that most games are "playable" rather than "challenging", and as such prefer that if I want to finish a game I've got to dedicate some decent time to it.
One thing I would like to see is a "total credits used" setting, so that you can see how much "money" you've managed to waste away on a game ;-)