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Tunnel Man is an excellent way to familiarize yourself with the dangers of each new zone, without having to beat all the previous ones first.
Not using tunnel man actually gives you the best odds of beating the game though. If you have enough gear and bombs, not only do the later areas become a lot easier, but Olmec himself can be made into a joke by just bombing a path down for him to fall into lava, something nearly impossible to do if you start from the temple shortcut due to starting with 4 bombs and the temple having ramped up costs on their shops and having harder to reach crate spawn AI.
Also you can get an item from the secret area in the jungle called the black market that revives you once when you die. Super helpful for beating the game the first time, and necissary for the true end.
That being said, as others mentioned, using it ultimately puts you at a disadventage, as you're going to have less gold and fewer items. So it balances itself out.
Also, if you want to access the secret level, you have to beat the game from the beginning, no shotcuts.
So it really shouldn't be seen as cheap or cheating, it's actually balanced.
And by the time you actually succeed in unlocking the Temple shortcut, you soon find out that starting late in the game (especially as late as the Temple) hinders your chances by a great margin simply hence to the fact you lack resources gathered from previous levels. So what's the conclusion you'd draw? Since you already accomplished going from the Mines all the way through the Ice Caves, why not try that again? Gain all the items, bombs, ropes and treasure you can find to have a slight chance in beating the game (enhanced by the fact you're probably just going to get your ass beaten if you start at the Temple shortcut). The shortcuts are a great help for aiding your progression throughout the game without actively holding your hand. It's actually your accomplishment.
I've never used the shortcuts in any version of the game myself. I think going without them teaches you much better by forcing you to slow the hell down and think about what you're doing at all times, or else suffer the frustration of losing 30 or more minutes of progress.
It also makes the later areas a lot more exciting, tense and mysterious when you do get to them. Using shortcuts a lot ruins that but it's your choice.