So I played through, an I like where this is going. After finishing the demo and starting a new game, I decided to play dumb and try to remove the fetters and (no surprise) poof goes me to a main title screen. So it works as intended; the issue is that the sparky lighting effect persists until you exit and restart the game. So you'll be fine, but running around with a lightning aura.
(this game is well done, by the way. The only bug I found was doing something stupid.)