Actually it bugs me when songs are longer than the stages, especially in games with fixed scrolling like shooters where the stage lasts the exact same amount of time each time you play. I always hear songs pulled from video game soundtracks, games I've played zillions of times, and in cases like this songs always have really killer sections that I've never heard. You NEVER hear them in the game because they come after the stage would have ended. I'm always like, what the f*ck? Why not just shorten the song so the player actually gets to hear the coolest part of the song?
