"Story" related. For this achievement, you need to just complete all the 10 runs in world 3. No Consoles, Bonuses, Speedruns or Hardcore Runs needed. If you struggle with a Run or just want to make this easier for yourself you can always pause immediately at the beginning of a level and check that level from the video below, which has all the levels. World 03 is from 8:18 to 13:08. Credit to Jääkäri Miguel.