The street level over world is a very dangerous place, with limited maneuverability and attacks (a single weapon strike can be pulled off to stave off random foot soldiers). The threat of one hit deaths from infinitely spawning tanks on patrol is always looming. These tanks instantly kill your turtle if they get slightly touched by a tank and losing a turtle is like losing a life, and they are hard as nails to recover. Choosing to live dangerously allows the player to walk right by manhole entrances to sewer levels.
Conversely the sewer and building levels are much safer, the player has a full range of movement and attacks to combat any of the decidedly less dangerous enemies that are jumping, flying, throwing fire, carrying chainsaws, throwing ninja stars or whatever. Yeah, that’s the easier route. The route with less immediate danger is also the route of most resistance. Even careful players will find that making their way through these areas will find the turtle’s life being chipped away at fairly steadily. Much like the tanks, if the player scrolls the screen, enemies will randomly reappear and what initially seemed like a cake walk can often become an obstacle course from hell.
Allowing the player to choose between different paths that have differing goals and also rewarding more skilled/seasoned players with the ability to completely bypass parts in a game that required a fresh start each time it is turned on were very forward thinking design decisions back in 1989. In place of a cheat, or a password, the designers created something very organic that wasn’t so overt that most players wouldn’t ever think much of it, and that definitely deserves to be remembered, even if you never got past that one part where the angle of a certain jump made you fall in the sewer every time and rage quit your NES.