SDT Prompt for the Collector

I would like to see a prompt for SDT that when I specify "[location].All" LM asks if I would like to place the Collector in SDT.

I would never think to look in "Settings" area to place the collector in SDT, or that when I specify "All" the collector is not included.

I understand why it separate, but the location for SDT on the collectors is not intuitive. I naturally went to [Domain].Collectors, which was incorrect, after I was told the collector SDT is separate.

Thanks