You can see an example of this in Ninten's speed run here at timestamp 1:51:15 as he's going through the World Terminus youtu.be/fmv_bFgzqGA?...

So i think there was mixup when talking about the rules for the Heartless gauntlet in the World Terminus in Ep 43. The fights are skippable for worlds with sealed keyholes, signified with purple columns, while you are required to do fights for worlds you did not seal the keyhole with blue columns