Note that you can still double-click on the empty component and choose a screen from the opened dialog. I'll check why this dialog doesn't open automatically. I think it might be intentional, at least it is for Ctrl-Enter which allows you to add multiple components, so opening a selection dialog would interrupt the flow.
Changing once selected component was never possible. Could you provide some use-cases where it would be useful? I see some possible issue with implementing such a feature, notably when various property overrides are being used.