So right now I am at level 9 of the dungeon, and just when I am near the exit, the ghost gets Fidel and I have to start all over from level 1. It would be helpful if the game saved your current progress (including extra lives and coins) and allowed you to restart from your current level so that others can learn from their mistakes.

This is a roguelike game, meaning that it has procedurally generated levels and permadeath. Keyword being permadeath.

If you don't want to lose all your progress from dying, the best solution would to to disable ghost, though I forget how.

Edit: press Shift+Control+F3

Part of the fun is how every level you play is different, and how you lose all your progress when you die. This game is more lenient in the sense that each level lets you die twice, and rewind if you messed up. It's a bit like spelunky, where although the game is short it is extremely difficult, and the only way to ge past it is to get good at the mechanics. While yes, it would be easier to start from where you died, it can take away a lot from the core experience. Perhaps, you could take your time and plan out your moves all at once, as this game is very possible to beat in one go