The reason why you have to beat all the worlds for proud is because it's a higher difficulty. Have you tried beating Hades' Paradox cup? Not a lot of people can beat that, especially on proud. Standard is easy. Therefore, they gotta make up for getting the secret ending. I think they were reasonable. Just think how many people would faint at trying to beat the game like that on proud?
Standard first, then proud. For the challenge.