Do Not Try to advance the game by deleting any of the characters it will soft lock the game
No.....but you do unlock a secret ending. If you are talking about the ending screen you can't get out of, you go to the folder title "game" and delete a file called "firstrun". Then restart the game. It will reset all files, including deleted characters. But make sure to wipe existing data. If you are worried about save data, save it to another folder outside ddlc-win and when it comes to it, move your save data to "saves" (still in the "game" folder).