Currently the new Menu tool lets you add pages with an "add to menu" button. This puts the pages at the bottom of the menu tree, and you drag them to where you want.
As many WP admins will be keeping their Pages in order on the backend for organizations sake, it would be nice to have an "Add in place" button as well - this will look at the menu hierarchy, and if the direct siblings and/or parent are there, it will add this page to the menu respectively. Similarly if you're creating the menu for the first time you could check several pages and they'll be added in the parent/child/sibling relationship assigned in the Pages section.
