They're not gone. They are still there. Depending on how old version we're talking:
1. If you mean one random level after another. This is not available right now. I do consider adding a mode that is just going forward through random mazes but for time being, there's just one main mode.
2. If you mean the open-world section, as it was, it is still there. The game will be a mix of linear levels and open-world levels. If you'd prefer to jump straight to that mode, choose custom, then arcade or roguelite and while you do it, hold grip buttons on both controllers. Then if you press "go" you will have access to the level of your choice.
The plan is to have a story mode and then add other modes.