Dragon Warrior III/Sky World

Explanation
After you defeated Zoma in his Castle and escaped to the Cave north of Ludatorm. Exit the Cave and you will hear a rumble which tell you the hole to the World above has closed. You can only Return to the 5 Towns in Alefgard. That is not all. With the Death of Zoma the light has returned to the dark Alefgard. Return to Ludatorm and get hailed as a hero there. Talk with the King and he will tell you what you already knew: The Hole to the World above has closed and the light has returned thanks to Zoma's Death, but then he give you the Title. Which you will need to the Heaven and thus the Bonus Dungeon. The Credits will then roll over the screen until the text "To be continued in Dragon Quest I-II" appears, then reset the game and try to reload your savestate. You will see the hero title "Loto" appear behind your name.

That just mean you now can enter the Bonus Dungeon and grab more Treasures, but also meet new and stronger Monsters. The most important point of the Bonus Dungeon is the Wish filled by God Dragon/Divinegon once you defeat him.