It's a good point and it's something I've thought about possibly doing for my games, allowing the player to skip parts if they want to, as it seems to make sense. What if a player is simply not able to get past a certain area? Why not let the player skip it and continue enjoying the rest of the game? Perhaps that would reduce the problem of people quitting a game partway through so often.
Of course, part of gaming is about the challenge. Where's the challenge if they can just skip ahead? That makes the challenges voluntary. Well, truthfully, the challenges are voluntary anyway - the player doesn't have to play the game at all.
Then there's an increasing segment of gamers who don't want to play for challenge. Some play for other reasons, such as to relax, or play for the story. Why deny them the game if that's how they want to play it?
One of the great things about games is people can play them how they want to. Want to take time exploring? Want to speed run and see how fast you can complete the game? Want to use a tool and advance the game frame by frame to find out the utterly fastest way through a game possible, even if no human could manage it? People do that too.
Also, what if the player wants to replay a part of a game, but doesn't have a save there? Then they could just skip ahead to it. That could solve the problem of having to replay an entire game just to see what would happen if you played a specific sequence differently. In games with multiple endings and such, it's unreasonable to ask the player to replay the whole game to see the different content.
How to do design it though could be a bit tricky. In one of the new Mario games the it gives the option for the game to start playing itself to get past the level, but you don't get a 'real' star for 'beating' the level that way. Autoplaying could be difficult to implement in some games, though, so a simpler 'skip to the next level' feature would be easier.
There are other methods to make it easier to progress of course, like giving the player a power up or reducing the difficulty dynamically rather than skipping a section outright as well. I think I'm probably going to implement multiple methods of dynamic difficulty reduction as well as possibly let the player outright skip sections too. Probably not in loot pursuit, but perhaps for another game.