I should be able to click the icon from the desktop/Steam/console menu/whatever and just be put into the game (optionally with it paused) ready to play, so I can walk away and get a drink or something while it loads.
Gaming
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Age of Wonders 4 does that with a caveat. First it opens a launcher (which is fairly quick) and in there you can select to go to the main menu or directly into your last savegame when launching the game.
I have a similar issue with Diablo 4 at the moment. I've been playing on controller on pc. It's two button presses to skip the intro logos, and a third press will exit the game before even getting to the main menu. The number of times I've accidentally closed the game is much too high.
Games that don't do this: infamous series. The first time on the first one is incredible. But afterwards as a trend, loading the game goes straight to your most recent save with zero menu.
Killzone: Shadowfall. No intros. Straight to the main menu when you boot. Unique and wild every time!