Yeah, most HuCards use a password (or don't save at all). Later on they started to release more HuCards that would save to back-up devices since eventually NEC was only selling Duos and so everyone had the capability. In any case its a convenience. You won't be SOL without a back-up device, you'll just have to write down a code. The only exception I can think of are games like Final Solider that save high scores. If you don't have a back-up device there will be no way to save the high scores. Obviously that's not a huge deal to most people though.
From what I've seen there aren't very many US HuCards that save, but there are quite a few in Japan.