Okay, either I'm retarded or I found something mildly interesting.
The way the save file system works in Deltarune is that your three main saves are stored in files called filechX_Y, where X is the current chapter and Y is 0 for slot 1, 1 for slot 2, and 2 for slot 3. When you complete the game, you also get a completion save called filechX_Z, where X is the current chapter and Z is 3 for slot 1, 4 for slot 2, and 5 for slot 3. Additionally, every time you beat the game, you get filechX_9 which just stores your most recent completion no matter what slot it was done in. Finally, in chapter 5, beating the weird route gives you filech5_Z_b and filech5_9_b.
In chapters 1-4, you can rename your completion files and load into them (for example, renaming filech1_3 into filech1_0). It seems to just put you at whatever save point you last saved at before beating the game, as expected. You can also try to load things that aren't Deltarune save files, and each chapter handles that differently. Chapter 2 boots you back to the opening cinematic of the legend, while the other chapters each have a unique animation featuring the annoying dog.
I'm finally getting to my discovery: in chapter 5, attempting to load completion files also triggers the failsafe annoying dog animation. However, this time, the animation is accompanied by silly music, which doesn't happen when trying to load invalid files. This happens with both weird route and aborted weird route completion saves. I don't have a normal save file to test this on so I can't tell you what that one does.
Either I'm fucking something up somewhere and just wasted a bunch of time writing up this post, or Toby does NOT want us messing around with completed chapter 5 saves.