Since I've never actually fought Dr. Wily in the first Mega Man game, I can only assume that his final boss machine has several different forms, each increasingly more difficult than the last. It's definitely a common theme in video games. I mean, how many different forms does Kefka have? Though, unlike some other games, I find that each of Dr. Wily's forms tends to get smaller rather than larger, probably because you're actively blowing pieces off of his death machines. But, since I've never fought him in the this game, I have no idea what they might look like. So, I decided to just skip those alternate forms and go straight to the escaping.
Of course, I haven't seen the ending to the first game either, so I can only assume Dr. Wily escapes in this one. I've also never seen the ending to the game, so I can't say for sure, but I think it's a pretty good bet he escapes like usual. In fact, he's only caught at the end of 2 and 6, right?
Anyway, regardless of how he escapes in the actual game, as you can see, he's not escaping like he should be, which is setting up the rest of this storyline.