I finish level 5 but I dont have level 6 available

[〄Sonic〄]

I play on easy mode maybe its the cause?

[Drilian]

There are, in fact, only 5 stages. You should have seen the ending of the game after stage 5 (unless you skipped it).

The game is shorter on Easy mode than the other modes - each level takes less time (which is part of what makes them easier), so the game seems fairly short at that difficulty.

Playing on Normal (or Hard) feels a bit more substantial, assuming I did my job right.