I agree to Scook.
This is a matter of learning how the program works, instead of expecting the program to work the way one expects to/wants. When you learn the basics of the program these things really aren't that complicated. Sometimes, though,
the documentation would be the first thing to bet improved.
Clicking the "I want to..." + the desired option requires two clicks just like clicking "Insert Soft synth" + synth name.
Selecting, say, "First synth output" or "All outputs" would be the third click. Not that much more work.
As Scook writes, you can also skip the "Insert Soft Synth" dialog.
An "I want to.." -drop down list of scores of options would be far from practical, IMO. It would require further clicking anyway. Are there instances of the particular synth open already > To which instance is the new MIDI track routed > + whatever different alternatives there could be. In the present workflow you take certain defined steps that offer you all the alternative paths as you go.
I'm
not saying things couldn't be improved, but IMO the present workflow is logical, compact and gives the user all the control.