When choosing a folder when building a relay, there is a search box at the top. Often you will know the name of the folder you want to select, however, from the search results you can't put the dot in the folder name.
Instead you have to search for the folder that contains the folder you want, then find the destination folder by scrolling down the list so that you can put a dot in the select box.

The ask is to make searching and then selecting the folder one smooth operation