Been awhile since I played this game, I admit. But I'm fairly certain the Stage Select is a normal part of gameplay. I strongly recall you play one opening world, then you can choose the order for the four worlds available on this screen. I never finished it, so I assume there's a final world after you finish all of the other worlds.
- You are right. I am just playing now on Switch and the Level Select comes indeed right after the first set of stages. I played to a Game Over screen and it gave me the Password shown in the article. Thus, it is not a "hidden" level select.