Hi. The difference intentional, but I could easily be convinced that it's the wrong decision. Here's the thinking:
Basically if you allow deep-linking into the daily, they kind of stop being a daily puzzle. They'll also confuse new players following the link, because they'll be thrown into a more complex puzzle than most are prepared to tackle without doing the tutorial and a small puzzle or two. Hence the link to the main menu.
While for the non-daily puzzles, playtesters from were requesting the ability to deep-link into specific puzzles to share them from very early on. And it makes sense for those links to be long-lived, because those puzzles are not being presented as being time-limited unlike the dailies. So the link has a fairly different use case.