As soon as you defeated Sigma in the CyberWorld, Middy and Dr. Cain pinpointed the location of Sigma in the real world. As soon as you get there, Geemel runs away, and Techno is defeated in the destruction of his computer.
The weapons that you got so far were obtained in the CyberWorld, but now you're in the real world. Only the X-Buster can damage Sigma. The Arm Upgrade has no effect, either, therefore you can shoot earlier. Sigma's weak spot is his head.
