Since there's been some hooplah about this, I've gone back and reworked the game to allow the player to exit to the game over screen from the pause menu.
Here's how it works:
Gamepad
Press the START button to pause the game from within a stage
Press and hold both the A and B buttons to immediately quit to the game over screen.
Keyboard
Press the ESC key to pause the game from within a stage
PRess and hold both the A and S keys to immediately quit to the game over screen.
When you pause the game a reminder on which buttons or keys you need to press is also shown.
And from there you can of course select the QUIT option from the main menu to go about your merry way!
This ended up being a great addition to the game, I'm glad this happened.
-Del_Duio