volveré y seré millones
You may say saves are "part of the game" but they intrude into its internal mechanics just as much as cheats. The closest thing to saves that I use is Doom's level restart, on the current level, but it cuts you out of the experience where you died, as if you were someone else. It's only barely related to anything you did in the game, from an in-game perspective and aside from memory. When a level set is not too hard I sometimes even play it all the way: if I die, I just start at level one again.
Quicksaving is explicitly a part of normal gameplay, not an exploit or cheat or secret.
I actually use iddt occasionally, but never saves. (Never meaning not since a long time ago because, like most people, I just took them as part of the game initially, because they were there and since I was rather eager to see what lay beyond in the then-new game.) Thing is, to me the experience of being immersed in the "game world" is more relevant than the results now. Even in what I've done of speed running, I've haven't really used saves, cheats or tool assistance (other forms of cheating but done openly) to practice. I dare say this is because I'm more interested in recreating the type of fun I had when I played with toy guns against imaginary foes or my friends when I was little. It had a role-playing function that, I if I'm not mistaken, I also apply to DOOM. This function works in a mechanic and practical way, I am not saying I believe I'm the marine :p
The latter sounds more like getting 100% kills, items and secrets than whether you use saves or not, but in the former a sheer action game is not the same as an RPG and you're implying a high player death rate. I often quit WADs if they're simply frustrating, or prefer other workarounds to saves, such as lower skill settings, skill 1 or even a DeHackEd patch making things easier (though I admit I haven't used this last option very much).
How many RPG's reward the player for wasting his real life endlessly killing the same monster in the same room, or conscientiously hauling every spoon and napkin in the realm to a pawn shop?
It depends what kind of excitement we are talking about. Occasional attempts to record max demos have produced pretty exciting moments once I had a hang of the level. That excitement was all adrenaline and the feeling of power I had over the monsters whose asses I could kick. But then there's the tension of surviving, which is reinforced when there's nothing like saves and cheats to fall back to. But, basically, I mostly save the type of excitement you imply for deathmatch and CTF, where that is much more effective due to the human opposition.
Along the same lines, haven't many doomers observed that some of the most exciting fights result when one is a bit reckless?