Let me see if I got this right.
When a loop starts, a Chihaya and a Fake Ouka are created.
The only way to go to the next level is to follow the hole that the Fake Ouka created.
Once the loop ends, Fake Ouka turns into a Merrik and tags along current Chihaya, allowing her to change levels as she pleases.
I believe one Chihaya says that if you lose your Merrik you are stuck in that level.
Some Chihayas don't have Merriks, so probably they lost hers or it's her first loop.
I'll read everything again to see if I missed something.