Add new sub layer in layer change dialog?

It would be very useful, when presented with the layer dialog of “available layers”, if one could choose to not only create a new layer (as now) but also be able to create a new sub-layer for the elements one was wanting to move to the new layer.

As it is, you have to remember to create the empty layer before calling the layerchange command, or else back out of it, create the empty layer, and then repeat the process, which I find annoying as it breaks the workflow…