And I fourth that.
It just makes more sense that way. It's also easier if you wanted to change some of the settings in the options menu before you actually started playing around with your village(s). I for one hate starting up the game only to be confronted by the music blaring loudly because someone in my family turned the game volume up, and having to access the main menu before I can fix it.
Hmm...perhaps, as well as the game going to the main menu on start-up, a button for the options menu that allows you to access it directly from the village might come in handy. It'll certainly help with first-timers who need to reset the difficulty level to 'easy' if they didn't do so before they started their first village.