With the game out now I just wanna say:
Calliopefags, kneel now. Daughterfaggots, kneel now.
Leakdoubtfags, KNEEL NOW.

I present a THIRD theory.
It's a Pauline that's somehow time travelled through some magic thing, and she achieves her dream to be a singer in the present before going back home to the past. A sad song will play as she's forced to forget about DK through some magic stuff.