I'd say a bug. I think I had problems getting Boardin Zone to work too. Either that or it was that I found it to be one of the harder levels in the game.
By the way, I think Aero the Acrobat 2 has a great concept, great main character (love his pose where he flaps his wing to one side), it's just that the game's too unfair and difficult. It's a twitch game similar to the Sonic the Hedgehog series, if you want to run through the game at any decent speed. Same reason I couldn't really get into Bubsy or Ardy Lightfoot. I think Batasha looks hideous though.
The best thing about Aero 2 for me are the company logos before the title screen. Iguana Entertainment has the peaceful logo of an iguana with sunglasses (before they turned all evil on the iguana in the Turok series), Aero was part of the Sunsoft logo (I heard somewhere that Aero was going to be a part of the Sunsoft logo from then on... that sure didn't last), and the generally happy title music.
Er, I thought it was first three levels. I remember because the third act for the Bell Castle has my favorite music from the game.