I realize this thing it's not at all explained.
So, pressing F when proposed you save your score and end your run but if you don't press F the game continues in this way: you have to exit from a "simple" level in order to go back to jump along with the part of your score that you mantained depending on how quick you were to exit the door. And you start from beginning but with some speed mantained.
You could do this indefinitly but at some point it will be better to end your run pressing f when proposed because you will loose more than you gain.