Also had no problems on any difficulties and I've gotten all of them, from Normal through Ultimate Ninja, to unlock on the first try. Pops right as the level completes on Day 8. That's bizarre. Do you recall any parts of the game getting skipped? Maybe the game messed up and jumped you ahead at a save point or something and didn't register the whole game as complete.
If more people confirm this I'll update the guide but for now we'll hold off.