Do You have really have to finish .14 before you can play .21
as far as i know you do ...
as it currently stands .14 is the first part of the story so far and .21 is the second part of what's currently available and when .22 releases you will need to be at the end of .21 to play the next part
the dev decided to break the game up into parts so you only have to download smaller more manageable files