That's odd. I've always had the option for partial direct deposit (redirect a fixed $ amount or redirect a fixed % from each check to different accounts). Even my college job at a café had that option (to be fair, the checks were from the state comptroller's office, so the same system used to pay all state employees).

My last employer even let me choose if I wanted monthly, bimonthly, or biweekly paychecks.

[Edit: I shouldn't say that it's odd. It just runs counter to my experiences is all.]