Mainly if you died in the 4 level (where you had the 3 grapples), you could get your grapple stuck at the end, and when you respawn it will still be with you and completely soft ban you. And I will say it again, great game, and I loved the gameplay and the simple but pleasant presentation.
PSD. I don't remember if it was the level where you unlocked the 3 grapples or the level after. I hope this serves as a guide.