Not sure if you can call it an Easter egg as this "secret level" is quite famous

The text at the end means just as you already guessed, that for this game is a "Super CD Rom 2" game and you should "please" use the Super System Card. Normally games produced for the Super System Card would just show you this text when you try to play it with an older System Card, with a nice artwork, but Konami here had this funny idea to make this strange short level; maybe they hoped to shock some people with this
This girl at the end is Maria, the second playable character in the real game you can rescue in the second stage. I don't remember right now, what she was saying there at the end, but I can check this again later. I don't think it was something special, maybe just something like "Oh my god", "What a pity" or "Sorry."
By the way, how is the quality of the MP3s for you when you play Dracula X and R-Type in PCE? When I tested Dracula X and Ys I-II on PCE the audio tracks didn't work very gook. They were stuttering, didn't loop when finished ones and often when I entered a different location the music didn't change. Is it working better for you?
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