The short answer is that option premium is derived from an option pricing formula. You can't redefine the entire basis of the industry because you have formulated this idea that "the time value of a call option [should] be [the] same for different strike prices."
Not that it matters but I'm not sure what you are referring to when you say beta. The volatility of the stock? The beta of the stock in relation to the market? The market determines the implied volatility of the option and really that's all that matters.
Let's try an analogy though it's a bit imperfect. Suppose you want to insure your house. If you want a zero deductible, you pay a higher premium. If you accept a $1,000 deductible, the premium is less. Even less for a $5,000 deductible. This is analogous to owning a put that is protecting stock that you own. This deductible amount versus policy cost is a non linear relationship.
Then there's the question of protection for how long? A month? 3 months? A year? For home insurance, this is likely a linear relationship. A one year policy with a $1,000 deductible is probably 12 times the cost of a one month policy with a $1,000 deductible. This is not the case with options. Time premium is non linear and is related to the square root of the time remaining (see an option pricing formula). For example, an ATM 9 month put (or call) would cost 3 times what a one month same strike put (or call) would cost, hence the reason why they recommend that sellers sell shorter term expirations and buyers buy longer term expirations (see graph below).
Long calls behave the same way as puts, just in the opposite direction. Instead of betting that the home (the stock) will burn down, with calls you're betting that it will appreciate.
IOW, just as the insurance company has a complex formula for determining the cost of a policy, so too do options. You can't just recreate their business with an idea more to your liking.