Can you name any preamp pedals that don’t behave in the same way though? Everything I’ve owned has worked this way, from Darkglass, Aguilar, Tech21, etc.
The only time I expect a volume control to not affect my DI is on my amp, in case I want to change my stage volume without upsetting the levels going to the desk. But with a preamp pedal, the master volume is really there to balance the gain control so you can adjust the pedal to unity gain when it’s on or off; whereas an amp is always on so you can have the DI pre-master volume.