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In case you were also wondering:
This newly uncovered button command allows players to exit any stage and return to the game’s map screen, even if they haven’t completed the level yet.
The Cheat Code:
To activate this cheat, players need to pause the game and press the following sequence:
Right + Y Left + A Up + B Down + X
If those button combos seem strange, on an SNES controller those are opposite directions on each pad. E.g. Y is the leftmost face button.
It’s amazing that this went undocumented for so long!
Is known how do they found it? There is no info about it in the X thread.