While I did play this game alone, so controlling both characters at the same time (which made the entire thing even more chaotic I guess), I quite like it. Having the main menu be a level where the different paths lead to the tutorial, levels or the exit is a great idea by the way.
The only thing I think would be cool is if there was an actual consequence for going "out of sync" with the other player. Like "the further you get out of sync, the higher the difficulty gets".
Regardless of that, I like the unique concept. Well done!