Won game goes back to level select instead of Start Game

I've just played through the starter game. After winning all 3 levels (which should end the game), it goes to the level select screen (showing all 3 levels won). Surely that's not right? In PS once you win, it goes back to 'start game'.
Escape out of that and you're back in the title screen with continue and new game. Still no 'start game'.