I noticed that this is the only episode that shows "purchase" in the title screen in your screenshots. Is there a bug preventing this episode to uinlock or did you just run this one in demo mode?
This game doesn't start without RAP file, so I don't know why.
Maby you should file an issue report about it so the devs can look into it. I've never seen this behaviour before.
I have a doubt that it's an emulator bug (maybe it's expected behaviour of the game), so I won't add an issue to Github, developers have more important things to do. It would be better if someone tested this game on real PS3.