When I was running Demon Boy, I had it down to only two of the easier levels left and I got the dump error. I was so mad I had to stop playing. It took me another three days to get the achievement because I didn't have the time to sit down and play it, and the whole time up until that point I was so bummed.
Similar thing happened to me. I did Ch 3 Light World without dying and was wondering why I didn't get Salt Boy. I then realised I needed to be online on Steam to get it! I was so angry! But yours is worse as Demon Boy is MUCH harder to get than Salt Boy!