Problem: Game would finish level, but would not load next one.

The issue was that all the levels were not included in the build scene, (File -> Build Settings -> Scenes In Build) so even though the level was correct in PlayMaker, it would not load the level in the Game window while testing.

To add scene to build, open the scene up in the editor, then open the Build Settings from File -> Build Settings… or Ctrl+Shift+B and Add Open Scenes