Some traditions have oft-forgotten purposes. The "Press Start" screen is not one of those.
If I realize while watching the title screen that the game I've just booted up is not the disc I meant to play, then why the hell would I want to "Start" before I "Exit"? When I delete a save file, then alright... ask me, "Are you sure?". But don't ask me if I'm sure I want to play the damn game.
Just take me to Main Menu screen, already.