Funnily enough, it was something like this that ended up being my friend's first exposure to Cave Story just recently. A few weeks ago, he decided to try out Cave Story, but instead of playing it the conventional way, he stumbled upon something like this. Unfortunately, somewhere around the Sand Zone, the game crashed or something, and he lost his progress and wasn't able to load his save file. So then he bought Cave Story+ on Steam or Epic Games or some other service.
Not the best way to experience Cave Story, but some people are actually experiencing Cave Story for the first time this way.