The mega dungeon is the defining element of EO. There are other games if you'd prefer JRPG design and speaking of stupid easy EOIV was braindead, notwithstanding the decent class balance. It also has no speed up option for combat, which is like pulling teeth after 30 minutes.
Maybe the bosses were easier in EOU, I'll tentatively give you that (but mostly due to the HP bloat of EO2U bosses/more regimented attack patterns and even then they're still far more difficult than most crawler bosses), but the labyrinth and random encounters were definitely more difficult a.k.a. the vast bulk of gameplay.
In EOU's 2nd stratum alone, you have random mobs consistently sleeping and poisoning your whole party, which is not something you find in EO2U. In fact, I would say based on the experience of just recently playing both Untold games back to back that EOU far more noticeably throws intelligently designed encounters at you. So, like several mobs that cast ailments in the back row with heavy hitters in the front. Or encounters with piercing elemental attacks that are a two turn KO without mitigation.
Also there's a shortcut after nearly every FOE puzzle in EO2U, whereas in EOU you consistently find yourself panicked if you forgot an Ariadne thread.
Finally EO2U's force break is just a get out of jail free card, requiring no real thought for average encounters, yet mandatory for bosses, which makes for an easier, more JRPG experience.
Yeah I guess the mega dungeon is quite iconic, but arguably the most loved EO's (3 & 4) have an overland with mini dungeons.
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Lack of shortcuts is not a feature, it's an annoyance. No one leaves town without at least one thread so this is a non-issue.
EO3 had overland boss battles but a single labyrinth. No minidungeons to speak of.
Lack of generous shortcuts is what enables resource management, an essential feature of crawlers, insofar as the player is incentivized to push further into the labyrinth , despite dwindling TP, at the possible cost of a team wipe so that they might reach the next floor or a more sparsely placed shortcut.
What you consider an annoyance is exactly what attracts people to crawlers and the reason EO has a legacy to begin with.
I'm not trying to antagonize, but am genuinely surprised that you fail to appreciate this aspect given how much interest you otherwise show in the genre.
