None of them had inbuilt memory for storage.
NES used carts with a battery in em for storage, Sega I think it was similar. Shit even the PS1 lacked memory without a memory card.
The comic is about RAM, not storage. The 2600 was unique in that it had no RAM and needed to process everything in-between each scan line on the same chip.
Technically it did have RAM but only 128 bytes used for the call stack but no frame buffer. The cartridges could include more RAM if needed in addition to the ROM.
Most of those games with saves like Zelda have dead batteries and people in the game is garbage, it just needs a new one. Found that out cause my gb Pokémon yellow wasnt working
I still have my NES, I had the later top-loader model though, not the front loader, it's nice except for the fact that from the factory it only has RF out, though that didn't stop me from modding it for composite video using the backplate from an RGB kit (not skilled enough to do a proper RGB mod, and I don't care since my TV only has composite, no RGB of any kind).
I used to have an Atari 7800 but I gave it to my brother when I got my NES, apparently he still has it but hasn't played it in years. Maybe I'll try and get it back from him.