As new update appeared, we can change a game mode not going back to menu but now it's pretty uncomfortable. We can make button combinations for modes in songlist:
Alt+S - standard mode
Alt+T - taiko mode
Alt+C - CtB mode
Alt+M - Mania mode
Alt+S - standard mode
Alt+T - taiko mode
Alt+C - CtB mode
Alt+M - Mania mode