Although I have to agree with you - there are some seeds that do best when started indoors - especially annuals as it means that you can get the plants well underway without any fear of losing them to inclement weather and of course they are ready to plant out as soon as the last frost has gone - this method however is not very effective when it comes to perennial seeds - mainly because the majority of perennial seeds are cold germinators and need the fluctuating cold temperatures of an outdoor environment in order to break their dormancy - so after many, many years of growing perennials from seed my best advice would be - that if you wish to grow perennials from seed - you will have a great deal more success if you sow them outside in late Autumn early Winter.
Even though there are few varieties of perennials that do flower in the first year - the majority don't and am sorry to say that yes you are correct - Lychnis Chalcedonica is one of those that doesn't flower until the second year and unfortunately there really isn't anything that can be done to speed up that process - the only benefit in this case - is that at least the foliage does look attractive - even without the flowers