Welcome to the community, friend.
I’m sorry to hear that this has been frustrating for you (it’s annoyed me too at times).
This is a technical limitation, not a design decision. We’ll be resolving it later this year.
The campaign hasn’t had a substantive change in difficulty for a long time, and we’ve been continuing to add new features that have raised the power of characters, such as Idols and the bonuses for the mastery class you pick. We’ll be doing balancing passes at some point to ensure the campaign serves as a good introduction to the game without being easy to the point of being boring. I don’t have an ETA to share for this, but it will definitely happen.
I can think of one particular boss that might make you regret that.
You can disable (but not later re-enable) Masochist for that character at any time through the in-game settings menu. Not saying you’ll need or want to, but the option’s there just in case. Just know that you’ll lose anything left in your stash at the time of transition.
Or maybe we should make sure the description is accurate?