Well, that's the way it's supposed to work. You can change it by opening the system recovery app and pressing on charge mode. If the phone is plugged in when you do this, it will reboot into charge mode. If it's not plugged in it will just reboot. However, once you've done this the phone will always go into charge mode when you plug it in while the phone is off.
The only downside is that if sometime you should happen to end up in a boot loop (for whatever reason) you won't have anyway to get into BSR.
To get it to go into BSR again when you plug it in, open the app again and press the recovery button. Once again, it'll stay that way until you change it again.
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