This game does have an ending and a victory screen! What you think is the final boss isn't actually the final boss, and another route opens after defeating the second boss. Did you notice any "skull" gates in a different room, similar to the ones in the room of the first boss?
I'm sorry about the exclusion of any permanent saving features; this is just a quick, game jam-type game that I put together in a short period and didn't consider adding anything of the sort. It sounds like you got pretty close to the end, though.