The only other argument I can think of is that it is slower for both unlocking stages for practice and seeing them for the first time when the game comes out, if you game over consistently enough. To which, it really depends on which stage you're on as well. I know when SA came out, it took me forever to even see stage 6 because stage 4 and 5 on Normal took me several hours to complete even once to get to the next stage. However, since it just came out I was new enough at the game to probably have not had more than three lives going into either stage on a full run, so I chose stage restarts instead of runs.
Because of this I can see how this can annoy people on a short-term basis when they haven't played the game much, but even still is fairly petty to complain about. In the long run, stage restarts on continue is better for you.