Many stages when you beat them for the first time in story mode don't have a capsule at the end, but just a load zone that you need to run into, which then gets replaced by a capsule once you come back later to replay the stage. Not having to activate the capsule is much easier and faster than jumping on the capsule, so if you're looking to optimize your IL speedrun, not having the capsule would be beneficial. Unfortunately, when playing through story mode, the game adds 10 seconds to the final time on any of such stage.

You can avoid that by using a glitch, but it takes a bit of time to set up. Luckily, most stages this applies to are early in the game, so it doesn't take much longer than a few minutes. You also need the ability to soft-reset, which you can do by pressing Alt+F2, if you have your PC Disc version setup with the resources in the Resources tab. This does not work on Dreamcast, but does on other DX versions to my knowledge as long as you can soft-reset.

1. Start story mode and play until the stage you wanna use the glitch on
2. When you beat the stage, wait until you see the emblem counter. During the time the emblem counter is on-screen, soft-reset the game
3. The glitch is now active. Re-enter the story mode, and do your IL speedrun. When you beat the stage, there won't be a capsule, and you won't have the 10 seconds added to your time. If you finish the stage and you notice you're not satisfied with your time, you can soft-reset the game again before the stage fades out, re-enter story mode again and re-do your run without having to set up the glitch again