If you choose Game Type: Multi World World End Action: World select All of the levels are unlocked, so you can choose any world from the start. Is there a way to have World End Action: World select, but so that you can select next level only if you have completed the pervious world.
You must create locked buttons linked to each world or level. And with Event Observer look at the action that will complete the game. It's what I did here: https://codecanyon.net/item/iconographic-ios-game-admob-in-app-purchase-xcode-compilation/19462429