Also, loading your save is the only way to have the monsters you have already eliminated reappear again, as far as I can tell.
No. You can move to a different map and backtrack as well (though be aware that reloading causes enemies to reappear, so don't save where you will get swarmed). Also that review sucks, as the game (although short AF) actually features much more content, and the maps are pretty nice. To all of you having trouble progressing, find a statue (it is in some chest IIRC, pretty easy to find) and drop it on the floor while in the place lit green on the map (yeah, the map mode is pretty much lame here). From there you will easily figure what to do next

To not get stuck, there are three exits on the island map, namely the green area, the red arch close to the tower (you have to light up a lantern close to it to trigger one) and that locked door. Each area has a boss at the end (pretty cool ones, though they feature no H-scenes as far as I can tell - and no, they will never respawn once killed off). The sequence is as simple as it seems - visit a location, kill a boss, grab an item, use it to unlock the next one, repeat. Once got all three, drop them onto the circles in the tower according to their colors, go to the top floor, walk into the teleporter, the game ends. The ESC menu also allows to level-up, and the Resistance skill there can go from the initial 0 downto -5, affecting the H-scene probability and difficulty (there is no penalty for an H-scene failure, yet constantly getting stalled by small enemies is annoying, so I recommend to hold it at -1 or -2 if you want the H-scenes, or 0, where the scenes will never trigger yet you can still unlock the gallery using the items the enemies drop sometimes). When Res is at 0, the game is perfectly SFW. Decreasing it to -5 at the end of the game and at already high stats allows to put the points into attack, and OHKO nearly everything.