The game assets aren't loaded on the main menu. We don't know if you are going to start a mod, scenario, load up a save game with older assets, etc. So we can't show the hiergamenon for them there.
Civ did load the assets at the main menu which had its own advantages and disadvantages (you had to restart the game to change assets (such as to load Fall from Heaven).
Not saying either way is better or worse, but it isn't simply an issue of putting a button on the main menu, I would do that in a heartbeat. It's changing the way the game initializes to support that change that makes it tough.