Word labels are often used in the form
ldx #<L0866 ldy #>L0866 jsr PRINT
For these cases the user has to enter the lo and the hi byte separeately, even though the 2nd byte is of course know after the dialog was first shown. The dialog should simply keep the values for the word and use the respective side as default.
Addition: The dialog should also show up, if the opcode plus the operand are selected (as this is the default when you click ldx #$nn in the souce)