Once you beat the game, the main menu has "..." as an option to return to the alley. If you choose to play again, it won't completely reset game, but it will bring you back to the point before you started endgame segments - so right before ending 36. That way people could replay the other endings without losing the ability to skip already seen dialogue/lines. It doesn't erase saves from when you played those final endings, but it removes them from the Endings menu.
So what you're seeing is normal!