What you do on this level affects the ending you get. You can simply rush to the exit, but if you do this, you will miss a cutscene. If you miss the cutscene, the ending you get will be the same as if you had gone through Stage 11B.
How to trigger the cutscene is not entirely clear. It seems to depend on how thoroughly you explore the level. In particular, towards the end of the level there is a path you can take where you have to jump a bunch of small gaps. At the end of this path is a robot wielding dual pistols, followed by a health pickup and a dead end. Reaching this area seems to trigger the cutscene, even though there is nothing here, there is no obvious reason to visit this area, and there is no visual indication that you've done anything special.
If you wanted to get the cutscene, but you didn't, you will have to restore from your previous password or save state.