Describe the new feature:
If the implementation isn't difficult, why not?
It's about this button

I can鈥檛 speak on Android cause it does the same on iOS, but for computer, you may have chosen osu!lazer as the directory for direct downloads, not stable.
It doesn't really work like that: the osu!direct button launches osu! with some special arguments that tell him to open the in-game osu!direct with that specific map. It doesn't have much sense to move it to lazer (for now) since it's still under development and users probably want to launch the _stable_ version with that. I guess this is a low priority for now.
I don't know if there's a way to ask which osu! client should start (like with unknown file extensions on Windows or any other OS)
To be more precise yet: I'm pretty sure direct links use the osu:// URL scheme, which is then handled by specific OSes to delegate to the osu!stable executable (on windows, that happens via the registry).
osu:// links already have worked on iOS for a long time. (Open new tab in safari, type in osu:// into address bar, press enter, Safari will prompt you to open link in the game)
Edit: Ignore my comment, I'm blind and mistook macOS for iOS. (no sleep be like).
Yeah, reason why I didn't put an iOS tag on this issue.
Most helpful comment
To be more precise yet: I'm pretty sure direct links use the
osu://URL scheme, which is then handled by specific OSes to delegate to the osu!stable executable (on windows, that happens via the registry).