Hey thanks for playing our game! :)
You should have full control over when you leave the level, since you have to click the Minecart full of Blue Ore button in order to leave. You should technically be able to stay in a level as long as you like.
It is also possible you are missing out on the Egg Clowns! They are the clowns in the blue party hats that run away when you expand the light level. There is a specific way to catch them which you can discover through the upgrade tree (I also gave a guide on how to do it in a comment a little further down).