I've been playing Dustforce, and just yesterday learned that the different characters are not there simply for aesthetics.
It makes perfect sense as a game-design decision that, in the overworld/hub area/level select places, you have to use different characters to access some new levels.
The other night I encountered this:
I assumed at first that this obstacle was not conquerable with the blue character, but I discovered that dash-jumping makes it possible.
So this is strong evidence, but my ultimate question has not yet been definitively answered: Are there levels that only certain characters can finish, and if so, must you rely on trial and error or overworld suggestions to figure it out?