The game as it is today is more a scoring challenge than anything else. We didn't have the time to build a proper story mode though it's planned somewhere along the way.
Direct access to higher levels can be seen as a way to train only, because if you plan to make a real good score, you have to start from level one.
Just a word concerning the movement penalty. When you've really got the hang of the game, the first levels are an opportunity to easily get the best bonuses : energy max upgrage, life max upgrade, and DNA mode+. The last one decreases progressively the movement penalty for carrying a cube, and if you perform really well during the 5 or 6 first levels, you can reach the last ones with nearly no movement penalty at all. If you get enough, energy max bonuses the electric bolt becomes also vastly superior to the plasma gun which is not the case at the start.