ADV! RPG Demo is finished!

a) Thank the spriters.
b) Because there are specific "party houses" at which you can change your party. At this point in the game, the nearest one is about 2 towns back, and you can't get to it. You'll be able to change your party later.
c) Yes, it's a bit annoying. It returns you to the start because I didn't think of anything else for it to do, and no-one suggested differently. And FFVI had it for only one screen, but it was a long run. I broke it up into many easier-to-follow paths.