I agree, the game does a very poor job at inviting you to interact and experiment with what's in there... most people end up missing on some legitimately fun stuff you can do.
Compare that to X1, which is a master class of starting with nothing, ending up with everything, and feeling great the whole way through.
The saddest part is that the Ice Block method is not even the intended way to get those items either... Once you visit those areas with weird unreachable spaces with Nightmare Effects activated, you'll realize the "blocks" Nightmare Effects ("Iron" and "Cube") both help you and stop you. You're supposed to interact with them with the weapon from the stage that activates each Nightmare Effect.
First example, Recycle Lab...
Once you reach the end of the second floor (where you either go down for Area 2 or left for the Hidden Area), the Nightmare Cubes will extend the long stretch you normally can barely reach without getting crushed, making it impossible to go through. Well, you're supposed to destroy those...
... Then, what you'll find below is a bit of a puzzle, you need to destroy these in a certain way to get to move one of the blocks to the right end (some blocks are destroyable, others movable).
... And then, you can use that to reach the other side. Again, no extra Parts needed.
Second example, Magma Area...
Again, you have a set of blocks that help you to get above, but once you reach the top, a second set of blocks that block your way. If you don't know you can destroy them, you'll think the game is trolling you (I thought so too the first couple of times I played this).
... So, in conclusion, I applaud the game for giving you many ways to reach hard to reach collectibles (Nightmare Effects, Ice Burst, Nova Strike, Speedster, Jumper), I feel X4-X5 were lacking on the "things you can do with your weapons" side. But for some reason, most people, including people who normally play Mega Man games to death, don't bother experimenting enough. And that's completely the game design's fault. It throws so much shit at you that you end up doing everything as cheaply and quick as possible.
Now that we're on the topic of things people usually miss:
- You can get the rescuable Reploid from the North Pole Area/Hidden Area, the one hidden at the end of a long floor of spikes, by (again) using Ice Burst on top of the spikes, advance as much as possible with it, then simple Air Dash to the other side. No Shadow Armor needed. This one has the Jumper, which is arguably the most important one you can get early in the run. It will make everything else in the game easier (specially the fight against Nightmare Mother)
- You can do this at the start of Recycle Lab, and completely walk past the whole first section without dealing with the ceiling.