OK. I just thought the UI was confusing. For the backgrounds you get a little lock symbol to indicate what you haven't unlocked. For the bosses, they don't appear to be locked or disabled. I just can't choose any one but the first.
I expected to unlock a new boss as soon as I completed the current one. It may make sense to permit unlocking the next boss without the required XP if you complete the previous one. Grinding on a hard boss but never completing it could still be an option to unlock even harder bosses (but good luck beating those!).