I think options should be really accessible throught
the main menu, since if you start up the game for the
first time, you want to configure it first, before
playing it.
At least this applied to me - I even tried to edit the
config file before I occasionally noticed the options
button in-game.
I already postetd this in the sf bugtracker, but since it got deleted alltogether, I guess it was really the wrong place...