Perhaps it isn't obvious enough but Revit is designed to deal with loading and placing a family according to context determined by our actions. Did we start a placement process or an admin process?
The component tools like Door, Window, Component, Detail Component, Air Terminal and so on provide Revit with placement context. The Insert ribbon tool Load Family is an administrative task which does not presume placement as a priority.
IF we start the Component > Place a Component tool first. Choose Load Family from the ribbon. In this context Revit knows we intend to place something but using Load Family tells it we need something that isn't already loaded in the project yet. If we choose to load multiple families it is ambiguous to Revit so it chooses for us which family to offer as the family to place now.
When we use Insert ribbon > Load from Library > Load Family separately it is regarded as an administrative task, i.e. "I need to load some things so they are available to everyone." Personally I have had many situations where I need to load families in this way, not place them immediately. If I do want to place a loaded family right away then I start the Component (or Door, Window etc.) tool first.