So its technically possible to save and remember the last level completed, but I did not implement it because then I had to build a UI interface to select a specific level in the event you wanted to replay a previous level. I planned to add more interesting levels and this save + select level feature post JAM.
You can get to the interesting dinosaur levels 5 and 6 after 2 minutes of play once you understand the objectives.
The game DOES save and persists the unlocking of the Physics Sandbox after completing the 6 levels though..