In total, I have 18 episodes in my worlds folder, all of which has defined world names. It was just fine until I updated my project, and then when I was going to test it, none of them showed up.
Be aware that if you have your SMBX files under your program files instead of inside your User data such as your desktop for example, depending on your windows permissions it tends to get screwy and it won't read (new) datas inside it.