Not only that. Even for single burn solutions, every single burn solution that doesn't have the moon's orbital altitude as the perigee of the Earth escape trajectory is going to be inefficient.
It's as simple as this: The best time to raise your apoapsis is when you are at periapsis. In this case we want to raise our apoapsis to a hyperbola, but the same rule applies.
Yes, the single burn plan is like in your diagram above (like used in the Moon - Mars tutorial. One thing to keep in mind is that when using a planetary swingby to leave one of it's moons, we aren't using a gravity assist to increase our velocity. It only changes the direction - not the magnitude. Also, the Earth - Moon combo is unique in this solar system, it is the the only moon that is a truly significant fraction of it's planets system mass. With the other planetary systems, none of the moons (or even all of the moons combined) account for any really significant part of the system's mass.
Now, I haven't tried with a Moon - Venus trip, so I can't say that your single burn "direct" solution isn't more efficient than a single burn "sling" solution. I have tried the Moon - Mars flight several times and can say that the sling solution is rarely more expensive and often less expensive. Wat I say from here applies ONLY to the Moon - Mars trip (but may apply for other trips from the Moon to other planets - haven't tried it yet).
I suspect there are two slight errors in your thinking. For one,
any burn capable of escaping the moon with any noticeable residual velocity will provide enough dV to get to Mars. This is true for both direct and sling methods - so there is no difference in the dV for the Lunar Ejection - which also serves as the Transfer burn. While the Moon does have a small velocity (wrt the Sun compared to the Earth) this is actually
excess velocity. It won't make the trip cheaper - but could make it faster (without increasing burntimes). At least on paper, which brings us to the second possible error.
From your remarks, you appear to be taking a two dimensional approach. This can cause some problems - especially with Mars as the target.
The Moon's plane is quite low inclination (wrt the ecliptic), while Mars has a fairly high RInc. So unless you are using a source plane transfer - or an offplane transfer that will intercept Mars very near a node (between the target plane and the ecliptic) any velocity you inherit from the Moon won't be aligned with the transfer plane.
You can get a bit of plane change (ecliptic) by using a high lunar inclination for your Lunar ejection plane, but not much. This will likely mean an expensive plane change (wrt Sun) component built into the ejection burn, or a plane change during the transfer. The first will make the Lunar ejection
much less efficient, and the second makes the MCC more expensive.
We can, however, use the sling around the Earth to provide the plane change for us, for free.
In short, adjusting the inclination of your Lunar Ejection plane will have very minor effect on your plane wrt the ecliptic, but can have a major effect on your sling plane wrt the Earth. Adjusting the inclination of the Earth Sling/Ejection Plane can have a much more significant effect on your plane wrt the ecliptic.
As with all flights, no single solution is ALWAYS best. Moon - Mars direct will be best once in a while, but Moon - Earth - Mars sling will be best most of the time.
And, of course, other multi burn solutions will almost always be even better!