There are two keyboard shortcuts that can teleport you to the previous or to the next checkpoint. They are:

F1 to teleport you to the previous checkpoint.
F2 to teleport you to the next checkpoint.

They even work to teleport you to checkpoints that you hadn't reached yet, so you can use these keys to skip sections of the level.

Given the behavior of such keys, I suspect they were a debugging tool that was accidentally left into the final game, but this is just speculation from my part.

Credits: The image for this guide is a cropped version of https://commons.wikimedia.org/wiki/File:P3010080004_kod_Mazovii.jpg