There is no Game Over screen when you fail at the very start (when the first goal appears), there just isn't anything to do if you let the purple things bounce against the wall, they just move to the other side, out of the screen.
In the game over screen, there is text "click to return to the title screen". And from the title screen you can choose your level you want to play, since all visited levels are available.
Oh, I see now. Thanks, definitely a bug. Fixed.