Back-story: As of Inventor 2023.2 there is an improved "Select Other" menu in Sketch mode, thanks to this idea: https://forums.autodesk.com/t5/inventor-ideas/select-other-more-info-needed/idi-p/8033800
However, this is needed when adding leaders to existing balloons in drawings too.
For example, it could be something like this:

Neat, isn't it? 😉
Currently, both options says "Edge" only, which results in pure guesswork whenever you have to pick one (and no, changing to Part/Body/Feature priority does not help).