Hi Bigyin. Are you sure you didn't change any options? I can't remember if there's one to load the default flight without showing the menu screen. Find FS2002.cfg in the FS2002 root directory & open it in Notepad. The entry right at the top should look like this.
[STARTUP]
ShowLogo=0
DEMO=0
LOADSIM=1
LOADWINDOW=1
SHOW_OPENING_SCREEN=1
STARTUP_DEMO=
If yours is different change it before exiting Notepad. Save changes on exit & try it. The menu screen should load as before. You might like to back up FS2002.cfg before editing it just to be on the safe side.
PS. Alternatively, check the the top option from Options/Settings/General on the 2k2 menu bar.

Both methods should do the trick.