I am sure that when I used to want to insert a component into a specific frame, I would select the frame, Shift+i, select my component from the insert menu and it would put it in the frame I had selected.
Increasingly it seems to just be placing it wherever it likes, which is kind of annoying. In the screenshots below, you can see I have the “Dialog content” frame selected. I bring up the insert menu, choose the textfield component expecting it to appear in the “Dialog content” field, but it instead places it alongside the lower frame with the links.
Admittedly I am using an inherited component library which isn’t fantastic, but I would have assumed that Figma would respect the field I have selected?