I am unsure why this feature was designed this way; However, when creating and pushing a release from Aha! to ADO, it should honor the area path set up in the Aha! to ADO integration.
Furthermore, when linking to an existing iteration in ADO, the integration should use the area present in the integration configuration.
Presently it does not and it's frankly a bit of a time-waster not being able to create them and push or have to have the area path and then release name typed in every time you want to link.