I ran into a game-breaking bug. I beat all 8 bosses and the Sigma levels never appeared. I just get put on the 8 boss screen. There is nothing new to interact with, and nothing drops me into the first Sigma level. It won't let me post a screenshot.
I did accidentally play through on .3, but I am on .4 now using the .3 save. Dunno if that has something to do with it.
Edit: Now Mission Complete on all 8 levels. No Sigma levels.