I'm happy to report that Royal TS 5.0 has been released and includes this feature.
For more information about the major new features of Royal TS 5.0, please head over to our https://www.royalapplications.com/ts/win/features-upgrade
Thank you for the feedback. This is actually already implemented in the upcoming Royal TS V5 version (currently available as beta).
At the modal dialog "KDBX File / Enter Master Key", give the edit control for entering the password default focus. The value of the Checkbox "Master Password" depends on the selected kdbx file and nearly never changes: