Proxy template curiosity when proxying across databases

When linking items from external data providers, the current Sitecore strategy is, that one uses Shadow Items (also known as Proxy items, actually not sure which term is the "official"). And it works quite nicely, although I came across something I found a bit peculiar. When adding a new item based on the "system/Proxy" template, one can fill in the Target Item and Target Database fields. Target Item is a reference field, and Target Database is a plain Text field. When clicking the Target Item field, a navigational tree appears, allowing you to select the node you want the Proxy Item to point to. This defaults to the Master database (I assume the currently selected database). However... If you fill out the name of another database in the Target Database field, this doesn't change. I tried in various ways to get the shell to point to this new database and give me a navigational tree from there, but without luck. In the end, I modified my template so that Target Item was now a plain Text field. In this way, I could just paste in the ID from my foreign database and this solved my problems. I doubt this is intended though. So if I am overlooking something obvious (like why isn't the database a dropdown showing available databases anyhow? :-P) - feel free to drop a comment.