Having played more SMM over the past couple of months, I have one big gripe: the lack of worlds. When playing the course world, 1ups are meaningless and my motivation to persevere with difficult levels is pretty low since they can just be skipped and another one played when it gets frustrating. This is completely different to playing an actual SMB game, where I will happily replay the same level over and over and over until I beat it. I would absolutely love it if SMM had the option for users to collect their levels into worlds in which the levels can only belayed consecutively and not skipped.
Yes grouped sets/worlds would be great, this one I think is actually feasible for implementation.