Well, my problem with that is that you *can* just hold the directional key, but then if the bad guys leave the building and start shooting, unless you take your finger off the key really fast they'll get a few hits in before you can stop and possibly get more people out there as well. It doesn't happen all that often, but it's frustrating when it does. The only other option is repeatedly pressing the directional key and that is both boring and frustrating as well. As I said, it's a very irritating feature, and I wish I had at least the option to get from point A (the starting area) to point B (the actual game) faster without getting plugged full of holes before I can stop (which you could do if you could only run) or tapping forward for about a minute just to get to the freakin' building without getting hit.
Plus, I don't think the first level of the original Doom limited you like this, so there doesn't seem to be a ton of point to doing this. I mean, I can see how the first few times forcing the player to move slower would add to the atmosphere, but unless atmosphere is part of the reason you play the game (and it's not for me at least; I play because of the fun I get out of killing the imps, demons, etc. that I can only get to *after* I go down the stairs) there should at least be an option for being able to get straight to the building without having to go through a lot of hoopla.