So, I have been interested in speedrunning of this game, and I might try to learn to speedrun any%, but I've seen speedrun videos in this game, where it doesn't save after you finish a level. How can you do this?

By transferring your 3D World save data to a small USB storage device, you can fill up the storage on that device to a point where there is no longer enough space to store new saves for 3D World, so the game will skip saving entirely. There's a guide in the pinned messages in the help channel of the Discord that covers how to do it step-by-step.

it does make your game super unstable, and you would be prone to losing runs to crashes