When it comes to pinball super wizard modes I think unlocking it after possibly months if not years of play is part of the draw of coming back. Having a menu shortcut option takes away from the rarity of reaching a super wizard mode. There's something cool about so few people reaching and talking about unlocking Valnor in LOTR or Somewhere Over the Rainbow in WOZ. Having a way to acess those modes from game start would take away from the difficultly of reaching those modes.
Personally I'll never enable this setting on a game. As Keith Johnson said a super wizard mode is designed for a game of a lifetime.