Aha. Entering a secret level in the Gargoyle's Lair style creates a file (either SAVEGAME.666 or SAVEGAME.123 depending on game version) which is a save file from the level you entered, here Medieval Kineval. Then when you exit the secret level, JJ2 reloads that save file. I could certainly imagine the game getting confused if you create a manual save (SAVEGAME.000 for example) in the secret level, exit the game, and do any number of other things, before eventually reloading it.

The only way I'm currently thinking of that the game could address this would be to include the contents of SAVEGAME.666/123 inside SAVEGAME.000, so it's clear which level to return to. Otherwise if you created a save in Gargoyle's Lair, then created a save in some other secret level, then reloaded your Gargoyle's Lair save, it would exit you back into whichever level led to that other secret level that you had visited more recently.