One minor feature request is to have the SQL Server connection wizard be able to list the available databases instead of the user manually entering a database name.
The dropdown should work if you have permissions to list databases.
I am an admin on my local machine and running LinqPad as an admin. The database field is a textbox.
I see - you're creating an EF Core connection. This feature hasn't yet been implemented for EF Core connections - it's more work, because it needs to handle multiple database providers.