So I was trying to play a no shuriken run in Shadow Dancer on the highest difficulty , when it went to show the demo (what to press on the controller to move and to control the dog), but he gets killed when he encounters the first guy that throws a knife - and thus not demonstrating the moves that you'd normally see if the difficulty was on normal.
I'll change the difficulty to medium (or hard instead of very hard) to see if it does the same thing.
eta: Instead of dying by the knife throwing guy the guy with the gun shoots him. So he last a few more seconds longer.
edit2?: Even with it on easy... Well, let me put it this way; Normal difficulty seems to be the only setting where the demo isn't cut short by an early death.
I don't know if it would act the same on real hardware. If it does act this way then you'd think SEGA didn't test this game too well.