think this behavior doesn’t make sense as I am home and I want it to alarm immediately.
It depends on how the system is used, many people will arm Stay at night and may have family members returning who need to disarm when they arrive.
No Entry Delay is an option at the time of arming and can be applied either when arming via the panel or via the app.
Additionally you can create a scene in Alarm.com which arms the system with no entry delay selected, so that whenever you use that scene to arm the panel it will have entry delay disabled.