For every level you solve, you unlock few blocks for the final stage, you can't get the ending if you skip levels ^^. When you finish, the game restarts and clear your progress.
Stephen's Sausage Roll is often at a 70% discount during steam sales, it is a must have and is clearly worth the full price. I almost never played it because of the price and i am pretty sure so many people missed this masterpiece for the same reason. Once you finish it, you understand how 30$ is cheap considering the amount of work that has been done to design so many puzzles with unique solutions.