M menu should create new collections inside the current collection

When my collections become too large, I select some of the objects, press M for the Move menu and select "New Collection". Unfortunately, this new collection is not created in the collection in which the objects were located, but somewhere in the Scene Collection. So I have to search for this new collection first and then move it back to the correct collection. With the usual file managers, which I allow myself to use as a UX reference, users are used to creating new directories in the current directory. Just image the "New directory" option would always create new directories in the "/root" directory. Users would be lost ... And also the simple "New" option when right-clicking on a collection also creates this new collection inside the selected collection. So why not have the M menu do this too?

EDIT: Btw. I know about the "Ctrl+G" and the "New Collection" option, but there are tons of discussion about the fact that these new collection are created unlinked from the current scene, which really is a super annoying and unintuitive design decision. I tried to use it anyway, but figured out that if I link the collection manually back to the current scene, the collection is not inside the collection where the objects are but on the same level as the collection of the objects. Also that would be okay for me, but further down the stony road, I discovered that the manually linked collection does not contain any of the objects and my initially selected objects still remain at their old place. So, I have created a new Collection, spend time into linking that collection back to the current scene, but without any change to my objects ... what ??? and this is not considered a bug ... what???

Whatever the menu or option or shortcut should be called ... the only thing I want to achieve is to select some objects of a collection A and create a new Collection B inside Collection A containing the selected objects.