A YouTube user by the name MrChukthebeaver discovered that if you beat Flibby (the World 1 boss) and select "Retry", beat him a second time and hit "Retry", and on the third time beating him hit "Continue", you will be sent to the first level of World 4. I have confirmed that this works 100%. You can do this with any other boss as well. Just hit "Retry" the same number of times as worlds you'd like to skip.

As far as the Any% speedrun goes, no longer do we have to play Worlds 2 and 3, which saves ~11.5 minutes. That being said, a new category will certainly be created - one which allows and another which disallows using this wrong warp.