You have to keep track of which levels you have open 
A good place to do your menu stuff would be in the persistent map, the empty one that you do everything else from. Also game instance is a good central place.
I control everything from the GI, and always keep one empty map open. In fact, it’s not entirely empty, I have the sun, skylight, sky in that level, and no lighting in the others. But it’s up to you, you could have just blackness in the persistent, and different lighting in each instance that you load.
‘open level’ is never used. You start playing from the default ( persistent ) level, and only ever use ‘load level instance’.
Tell me how it goes, because it’s not intuitive, I get that 