As you advance in the stage you'll come across a locked door
Though nothing is explained you instinctively know this door is the way to the next LvL but ofc first you need the key that opens it so you need to keep advancing through the stage beating up what i assume are Yakuza punks until one of them drops the key then you go back and open it.
(You also get this weird symbolic token)
Now, this was my fav part of the game, once you open that door you go to a boss a fight with different game mechanics.
The fights are now 1-on-1 and the camera is more zoomed in on the characters and the fighting is restricted to close combat fighting.