Sometimes the warp zone is appearing on the world map as it should, most of the time it is not.
Steps to reproduce:
- Go into a level containing the entrance to a warp zone you have not unlocked yet
- Enter the warp zone
- Fail (expend all 3 lives)
- Observe that the warp zone is not unlocked on the world map and Meat Boy is just sitting where the warp zone should have appeared
If you were to move Meat Boy back onto the main path again, you cannot go back to the (invisible) warp zone by means of the map. You instead must go back into the level and reenter the warp zone from there.
If you choose not to move Meat Boy and he remains on the invisible warp zone, you may push the 'A' button to re-enter the level. However, if you fail again, Meat Boy will automatically be moved onto the level after the one containing the original entrance to the warp zone.
Here's a video demonstrating this issue:
Note that the next time I tried to reproduce this after shooting this video it unlocked like normal. I saw this issue on another warp zone a few days ago and just had the opportunity to reproduce it again (on first attempt) using this warp zone today.