The premise of this question is an assumption that a traveler with a visa issued by a Schengen state needs to enter the Schengen area through the state that issued his visa. There is no such requirement, however.
A Schengen visa is valid for seeking entry through any of the Schengen external borders.
A traveler with a single-entry visa issued by a Schengen state had better be able to convince the border guards at whatever port of entry he arrives at that the issuing state is indeed the main destination of his trip -- otherwise suspicion will be raised that the visa was obtained fradulently. But that does not mean that the port of entry need to be in the issuing state. Having convincing plans for a trip that the issuing state should be able to issue visas for is entirely sufficient.
So the rule you're envisaging does not exist, and there is of course no such rule that applies to visa-free travel either.
Every non-EEA national who arrives at the external Schengen borders -- visa or not -- is expected to be able to explain the purpose and plans for their visit. If those plans do not make sense in light of where they're entering (say, someone arriving by air tointo Helsinki from Istanbul and who claims to be on their way to a holiday in Malta) they will be in trouble, again visa or no visa.
If the traveler claims to have plans do make sense given the traveler's situation and documentation (including, including where his visa was issued if he has one (say, someone arriving by air into Copenhagen from Istanbul, claiming to be on their way to a business meeting in Malmö), then there is no trouble, no matter whether the country he first enters is also his main destination or not. Again, this is independent of whether you have a visa or not.