Noticed this one several days ago but only just now got around to capturing footage: chasing enemies (such as the Human Rockets) will continue gaining momentum while the player is switching/losing powers, allowing them to make much sharper turns than they otherwise could:
EDIT: On the subject of issues I noticed days ago but never got around to mentioning: holding a mega buster charge and entering a door will result in the "eeeeee" charge sound playing continuously, even if you exit to the world map or even the title screen. Even if you then set "SFX Volume" to 0%, the "eeeee" keeps playing. The only way to stop it at that point is to do something that mutes all audio, like die or close the game.