I accidentally touched a door before getting the last collectable, and it took me to the next level. I tried hitting m to find the level select and restart the level, but it just took me to the first level.
The part of the game I played was good. It sure would have been nice to be able to play all of it.
In the future, make sure you have a level select or at least some way to save your spot. And doors shouldn't be worse than dying. Make it so if you don't have all the collectables, you have to press a certain button to go through.