That is correct behavior depending upon where you are doing your selection for creating the checkpoint.
If you are editing a keyword test and add the checkpoint from the action list, you won't get that screen because the checkpoint will resolve into a keyword operation.
If, however, you are editing script code and you use the checkpoint drop down at the top of your code window, you'll get that copy text screen so that it will take the code generated for the checkpoint which you can then copy and paste into your script code.
So... it comes down to, really, where you are in TestComplete when you create your checkpoint. If you are editing or recording a script and not a keyword test, what you are experiencing is expected.
From the help found https://support.smartbear.com/testcomplete/docs/testing-with/checkpoints/regions/creating.html:
"
Click Finish to exit the wizard. TestComplete will add the checkpoint statement for the specified image to your test.
If you are creating a region checkpoint while editing a test script, then the generated checkpoint code will be displayed in the Copy Text to Clipboard dialog. You will be able to copy this code to the clipboard and then paste it to the desired place in your script."
