About Adventures of Lolo 2

NES-A4-USA
This game is known as Adventures of Lolo in Japan because the USA Adventures of Lolo was simply a compilation of levels from earlier eggerland games with no one equivalent Japanese title.

More than the title, the levels in the Japanese version (Adventures of Lolo) are quite different from those of the US counterpart (Adventures of Lolo II).
It's the same for Adventures of Lolo III.