If the user presses the F12 key while on the menu screen, NeoLemmix goes directly to in-game on the last played level (if no level has been played, it will use whatever level would be the default go-to for the currently selected rank). However, the background and terrain is missing (objects and lemmings are visible). It's still functional; physics are correct and the level is completely playable if clear physics mode is used the entire time (or the user knows the level very well).
I suspect this is a result of LemGame not checking if the background and terrain layers have actually been rendered or not, and instead relying on that the preview screen has already done this. LemGame does need to also check if these need to be rendered (eg. they don't need to be when running a mass replay check).
Of course, the bigger question is whether F12 (or any key, for that matter) should have the "go to in-game skipping preview screen" function in the first place. Maybe it's useful in some cases, not sure. I discovered this purely by accident.