"New Animation"-window doesn't open like it's supposed to

When I drag multiple sprites from a sprite sheet to an empty game object, the "new animation" window doesn't pop up, but instead, an animation is automatically created with the same name as the sprite sheet and the animation controller gets the same name as the game object.

This didn't happen last time I used Unity and it is also slightly annoying. Are there some settings I have missed? Is this all of a sudden a Unity Pro super-convenient feature or what am I missing here?