What is the point of the Destination Wheel?

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So the Destination Wheel moves me 1,2, or 3 levels once I finish a world. What's the point of this? Will I ever want to skip levels? Do I have to finish each level in a world to complete it?
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Sources: Stack Exchange - This article follows the attribution requirements of Stack Exchange and is licensed under CC BY-SA 3.0.
Images: Andrea Piacquadio, Andrea Piacquadio, William Fortunato, Samson Katt