Before you wrote this post, I found BaseCamp's behavior on my computer to be weird. Yesterday when I went back to connect traces I found that BaseCamp works as in your instructions. Previously, this was not the case, after selecting join tracks from the context menu, selected tracks connected with random ends. Now a table appears before they join, just like when selecting join tracks from the Edit menu. Ctrl works too. It seems to be fine now, but why it was different before, I don't know.
Merging tracks in BaseCamp
Discussion related to Garmin BaseCamp software for Windows
Re: Merging tracks in BaseCamp