You're correct that the ideal strategy is to run one platformer at a time. We had plans to implement a mechanic where players could swap between the two worlds with characters, or something similarly dynamic, but we ran out of time.
To leave from an endpoint, you can press the space key. However, the endpoints aren’t represented well visually. I plan to dedicate more time to refining levels in our next iteration.
Thanks for pointing out some of the bugs in our system and game, especially the main menu issue—I hadn’t noticed that one. If you have any other thoughts, please don’t hesitate to share!