Well, I'll admit I haven't played Metroid (shame on me, I know) but both Zelda and Megaman add complexity and power to the player throughout the game. They do this in the form of new abilities instead of levels, but the principle is the same: your character now can do more than he could do before. There's no way I'd say on either of those games the "character came through about as strong at the end as it was at the beginning". XP may not be the underlining mechanic to improvement, but character improvement is a(if not the) core mechanic of both games.
The one game that I can think of as having an excellent portrayal of the hero's journey without character improvement is Journey.
The difference is that RPG leveling systems don't care about you passing a specific challenge - they just care that you've spent a certain amount of time in an area. In Metroid and Zelda, if you know the solutions to the puzzles, or are just really good, you can blaze through them and get to the good part in a fraction of the time spent before. That's why there's an entire subculture of people who speed-run Metroid-style games, and not so much for Final Fantasy.
I think that that kind of progression is a more accurate indicator of a) whether the player is ready to handle the complexity that the new ability brings, and b) the value the player has received from the game, so far (if we're dismissing the notion that time spent is necessarily proportional to value).
The one game that I can think of as having an excellent portrayal of the hero's journey without character improvement is Journey.