Setting up your keybinds is half the game, lol. Seriously, could we possibly get a way to do this in game? It's really annoying to have to return to the main menu every time something doesn't work.
You do not need to return to main menu to change bindings....
You can bring up the bindings config within the game, and then return to the game where you are and test the new bindings directly.
On PC just, hit the ESC key, and then select options and then bindings, instead of exit to main menu.