Lack of saving doesn't make it harder in the sense that Gunstar Heroes was hard, lack of saving makes it hard in the sense that Jak 2 was "hard".

Especially in low point challenges like Victorian secret, there is one bit that you get one shot at to get the lowest amount of points possible. If you screw up and didnt save, then you have to restart the level all over again which is accomplished spending wasteful time in the menu.

Considering it took me a large number of tries to only collect one ham in the sewers, if I had done so without a save file I may have lost all of my Saturday afternoon. That thought doesn't exactly float my boat.