It's like SBMan5, only it doesn't matter what exits you take, only the stages you clear (if you remember SBMan5 required for you to use every exit, even those leading to an already cleared stage that you had not used yet).
BMan MAX is stupid though, because clearing all stages doesn't get you a better ending, it just gets you one ending (if you finish it otherwise, you get nuttin)
However, linking the red/blue games allows you to clear some extra stages, and supposedly get a better ending.