I don't own many flashlights but the few I do own (all cheap) don't make you go through all modes just to turn the flashlight off. That would be ridiculous. The off "mode" is between all the other modes. So in other words, the modes are all accessed through one button (the "on/off" button), and the sequence for a 4-mode light would be...

Click button: on/mode 1
Click button: off
Click button: on/mode 2
Click button: off
Click button: on/mode 3
Click button: off
Click button: on/mode 4
Click button: off
Click button: on/mode 1 again, and so on.

Of course, I can go through the modes by not depressing the on/off button fully. By only partially depressing the "on/off" button, I can run through the modes instead of turning it off before entering each mode, and then to turn off the light would require a full depression of the button.

If you have flashlights that make you go through modes just to turn it off, just throw them out lol.

If you want to find single mode lights to buy, look/ask around on flashlight forums. However, I did some searching myself last year and came up with only a few that are single mode and were way too expensive. I guess most people just prefer multi-mode flashlights to the point where single-mode lights have become a niche product and therefore expensive since there are fewer produced. That's my guess as to why they are harder to find anymore.