That was actually a key I build-in to be able to try all levels. I used it during development, but forgot to remove it again in the first release of the game. It is gone now. You must have had one of the very first versions of the game :)
Okay, thanks for the clarification 🙂
This version you have uploaded here on itchio, although updated, still skips levels if you press the R button. confirmed on mesen and hardware.