Yeah, there's this whole thing where you can either play more like a puritan, no saves, meaning you'll lose whip upgrades after a death, which feels intentional, but you also have no checkpoints, so if you fall in a pit during 3D platforming bits, or die at the boss, you need to start from the very beginning of the level;
Or you use saves to make up your own checkpoints (you can basically make up your own checkpoints, at the moments where you get the keys, or when you open the doors with the respective keys, or right before the boss), but you'll always keep your upgraded whip, which doesn't feel intentional.
Neither of which feels exactly ideal.