After completing the "Final Tower of The Guy", right before the final fight, there is a save box. It is labeled "Evil", so I guess that should tip the player off that something is amiss.
This probably should not come as a big surprise, as frustration and surprise seem to be the rule in this game. Nevertheless, this seems unusually frustrating, even for a game such as this.
Is there anything that can be done? Or does the player need to traverse the "Final Tower of The Guy" before each attempt at the final boss?