This is intended behaviour and it has always been the case in Console, that an asset must be selected on creation or when editing an activity. It is not a requirement for a selection to have been made when creating the programme template to accommodate the 'just in time' approach.
Prevention of orphan records wherever possible, and confusion for the Learner is the reason for this behaviour and there is no intention to change the way that this works to align with Classic behaviour.
If a mistake has been made, the Activity can be removed and then synced to other Learners. Where a Learner has already started that activity, then it wouldn't be in a status that we would expect it to be deleted. You can then make amendments and re-add the activity with the correct asset attached.