This was put to the community very early on after Darksoft announced his intention to make the multi cart and overwhelmingly people wanted an on screen menu.
This seemed to be primarily due to cMVS and AES systems where having the seperate screen and associated cable is a big hindrance and not a clean solution. Also given the number of games on the system it would take a long time to find the specific title you might want.
The community was also asked about the 3 games on cart system and again overwhelmingly people wanted the 3 games at once solution.
My understanding is quite a bit of extra development work went into making this happen and the community was even asked which type of memory they preferred/how they wanted the multiple games loaded system to function.
I don't like menu shortcuts and things of that ilk, kids always find a way to screw things up. Mike Doyle's 96 in 1 Pac Kit has shortcuts for an on screen menu and it took the trick or treating kids about 2.1 seconds to figure out a way out of the selected game and they had my wife's high-scores cleared before I could run over to the machine to stop them. Lock an LCD behind a coin door and they can't cause as much trouble.
Don't get me wrong, I still think its an amazing piece of tech. This is the user feedback thread so I'm providing feedback. I don't think the menu in its current form is good and I'd love the option of a boot to a bare game menu list, and just hit start to play. A pipe dream would be for the multi to boot up to the last game selected automatically, unless certain buttons were held during power up and that being the only way to change games (ie no shortcut to menu after game boots unless you power cycle)
Current Project: 1986 Comet Pinball play field swap