Z.H.P. Unlosing Ranger VS Darkdeath Evilman/WMG

All Unlosing Rangers become Angels when they die.
Heroic Sacrifice? Definitely. Part of the reason Pirohiko was able to manifest was this; he didn't go all the way because his body was Only Mostly Dead.

The Main Character is a Cursed Immortal, because as a child he consumed mermaid flesh.
He was immortal even before becoming the Unlosing Ranger. Some accidentally got mixed in with some tuna he once ate. His immortality was a mutation variant where he was allowed to age to teenager-dom; but got additional karmic backlash as seen to his family's reaction to him after the Cannibal incident. By the end of the game, however, his Hero Energy turned it into Cursed With Awesome.
 * The Cannibal was a Mermaid in humanoid form; he was attracted to the scent of an Immortal who partook of mermaid flesh; although he mistook it for the Hero's sister. He was driven to consume it to retain youth. (This particular mermaid was driven by instinct.)
 * This theory doesn't come out of nowhere, btw. In game you can eat Mermaid equipment (fins, arms) without requiring special abilities. (Since he's already eaten some, it doesn't affect him any more.)

The Cannibal was a Monster of the Week.
That Crab Costume....wasn't a costume. It was a Youma, Youkai, whatever.

The Cannibal just happened to strike the Main Character at his Chakra point in his heart.
Simultaneously activating it; allowing him to take incredible damage without dying; yet also cursing him. The affected area cannot be changed via Body Modification.

The WHS trains the heroes for profit
They use the heroes training sessions and repackage them as tv series or movies. They also handle merchandising, promotions, fan events, concerts etc. Naturally, all the profits from this go straight to them without a single dime going to the heroes in question. This is part of their contract, after all, they did train you for free. Plus, all the enemies you defeated (yes all of them) need payment too. A hero shouldn't be distracted by such petty things like money, and enjoying their celebrity. It is much more noble to be poor after all. Everybody is happy!

This explains why Pirohiko, despite being the world's most popular hero is dirt poor and prone to making back room deals. Heroism don't pay well.

This also explains why Dangerama's shows are often unmarketable. He searches for pain and dangerous situations even while training. Gotta think of the kids after all.


 * To add to this, Master Noa Daikokudo used to be a part of an evil syndicate once, yet WHS accepted her with open arms. Perhaps the reason for the never ending stream of evil global conspiracies is that there is only one global conspiracy! Real, horrible monsters like the cannibal crab don't appear everyday for heroes to stop. This is bad for ratings. In order to drum up publicity WHS funds these ultimately ineffectual "evil" organizations in order to conduct scenarios for heroes to stop in the down time.

Every person who made any big conscious change in their life in any work of fiction, ever, was caused by the Unlosing Ranger dealing with the person's Bizzaro Earth counterpart
Sworn enemy suddenly makes a big Heel Face Turn and joins the good guys? Unlosing Ranger showed the Bizarro enemy that Good Feels Good and does not suck. Lancer pulls off a Big Damn Heroes after abandoning his comrades? Unlosing Ranger showed him the power of a true Unlosing Spirit.

Unlosing Rangers have an extremely high mortality rate; and that's intentional.
Fight the demons without becoming a demon. A mortal can only do it for a small period of time. The Unlosing Ranger system has a Hero fight evil; diluted through Bizarro Earth to prevent dark energy transfer. The Chakra Belt burns through his Life Energy like a supernova; and then before he succumbs to dark power like Aurum did; he dies as a human and another takes his place.
 * Kind of similar to the Maiden of Light system...
 * The Main Character has a few years left.

The Unlosing Ranger will have a new very, very large job. Being Super Baby's Morality Pet.
Just look at the stuff she can do before she can even talk. She's going to become a Physical God Reality Warper; and society is aware of her existence as the Messiah; per the opening. At least Kyon's god didn't know.

The Main Character is only a "hero" because he doesn't have a choice
At the beginning of the game, you get stuck with the Unlosing Ranger belt even if you try to turn it down, and running away from Darkdeath Evilman always gets you killed immediately. He's saving the world because, well, somebody has to, and, well, "the world" also includes that part of it that you happen to be standing on. Furthermore, Etranger and Pirohiko are constantly sticking him with ridiculous heroics to perform on Bizarro Earth, and his reaction is always a Sweat Drop of embarrassment and exasperation. It's pretty easy to imagine that he would rather be doing pretty much anything else, but he keeps at it because, well, it beats getting Killed Off for Real.
 * Part of his Character Development is gaining a reason to fight.

The Main Character is going to get sucked into a Netherworld as a Cameo Character in a later game
Because this is what happens to all Nippon Ichi characters.
 * Well, he's already turned up in Phantom Brave Portable
 * Fastest I Knew It Ever.

The Main Character's becoming the Unlosing Ranger was planned for and prepared for by the WHS.
Regeneration/Recovery on his level doesn't come out of nowhere-I believe it was spliced in when younger. The cannibal was unleashed in part to test how his regen was coming along. His home life ends up with him suitably humble, and also seeking an escape. If the sister hadn't forgotten, it would have been forced. If Pirohiko hadn't been run down, matters would have been arranged to force them to meet under similar circumstances. Tanaka was abandoned to create a new threat. All to create the perfect Unlosing Ranger-he cannot die, he cannot even be defeated for any length of time. He can take any attack and rise up again; this is shown further in Phantom Brave Portable, where he takes Ash's best moves and keeps getting up...and still has enough in him to move quick as a blink to protect Marona from an unexpected attack.

No longer will the belt have to be handed down.
 * Hopefully, they learned from the other Human World to keep their hero in check, otherwise we'll have a second Aurum.
 * His coronation as "Greatest Hero in the Universe" after defeating Valvoga states that he's definitely something special and different; and once he saves Earth; his destiny is to save other Multiverse.

The WHS was formed by Ophelia. Aka Valvoga. Aka "The One."
Valvoga is the only bonus boss who isn't really Asagi in disguise. Supposed, the WHS was created to "defeat Valvoga." But that's a half-truth. After all, Mickey always said that people asked him to be the Bonus Boss. (And it's doubtful you "killed" Valvoga.) Ophelia/Valvoga is revealed in Makai Kingdom to really be "The One"; a Force of Balance in the Multiverse. Defeating Valvoga merely means that Unlosing Ranger has passed the final test; and is now ready to be an Agent for the WHS throughout the Multiverse. To become a check to the Demons power.

Heroes who fail too many times during training are kept on reserve as candidates for the Prism Rangers
In the event that the producers are unable to kidnap anymore random bystanders.

The main character's real name is Reeto (or Late).
When his Bizarro Earth family combines, their name is Anmitsuchoco. "Anmitsu" is a Japanese dessert, and "Choco" is the first part of "chocolate". The only way the pun can be completed is if the protagonist's name is the other half, making their final combined form "Anmitsuchocolate".

The Cannibal's attack left the Main Character mute.
It's stated in the ending sequence that he's never spoken over the course of the entire game, which raises the question that Dangerama actually pointed out: Can he even talk in the first place? Most likely, the answer is "No": The attack did enough damage to hospitalize him, and almost killed him, so it wouldn't be a surprise if the physical trauma he endured wound up causing permanent physical damage, leaving him unable to effectively use his vocal cords. Meanwhile, his family didn't consider it anything serious until after he resolved their issues as the Unlosing Ranger. Now that he's past that, he can attempt to seek treatment for the problem, which nobody acknowledge he even had in the first place.
 * Or the psychological trauma of it all could have left him mute. Especially after being blamed for it.

The next game will either be a prequel about Pirohiko becoming an Unlosing Ranger or Etranger as Magical Girl.
There's no evidence. But it still doesn't mean it wouldn't be awesome.

The main character is actually Baal.
The main character and Baal are both mute. Both are immortal. Pirohiko died with the belt on, which means the only reason the main character lives despite his constant thrashings by Darkdeath Evilman is because he can't die. Note Baal's absence as a bonus boss. Who knew being a hero was a perfect cover for a Tyrant Overlord?

There's going to be a sequel
Let's face it, with the ending like it is (the Five-Man Band rushing to save the world, and Nao wondering who she'll get to whip into a true hero next), it just yells Sequel Hook for one of two possibilities (a turn-based or Action RPG with the former, or another Roguelike with the latter).

Bizzaro Worlds are the larval form of a Netherworld

 * Every individual has their own Bizzaro counterpart. We never see the counterparts to TRULY heinous human beings. What happens when a sufficient number of a given Human World qualify as such heinous individuals?