The pirate dump came from a multi-cart, which apparently allowed the user to set the world number to start on before beginning the game. The ROM code was hacked to prevent the world number from being initialized. Since this dump of the game does not initialize the world number, it is at the mercy of what that spot of memory is set to on power-up. Accurate emulators set RAM to 0xFF, which in equivalent to world 0, while inaccurate emulators (including RockNES) set RAM to 0x00, equivalent to world 1.
Ah, now I see. Although the commonplace pirate cart that I used to see here had the title screen removed, it always started from world 1-1 and didn't allow selection until going past world 8-4 once. After clearing the game, you could select world with button B, and all the turtles would be replaced with the black-shelled "fireproof turtles" and move faster than normal. Perhaps the ROM I used to see here didn't include this hack... and perhaps this hack was made to fit NESticle, which was THE NES emulator way back then...
And by the way, MESS doesn't set it to either world 0 or world 1. The world number is glitched, but you start from level 3-1 and can progress normally through levels, however the pipes don't work and the game hangs after clearing level X-4 (where X is the glitched character) - at least when I tried. I think that might be because MESS allocates memory and leaves it as-is - so leaving the game "at the mercy of what that spot of memory is set to on power-up".
There was also another pirate cart with level selection from the beginning, and an altered title screen (that showed some image and had a big "2" in it), and with the water level tune sounding somewhat different. This was also common in multicarts.