Generally, if I need to create a new mail folder, it’s because I want to move something into it from my Inbox or from somewhere else.
Therefore, there is no point in actually selecting the new folder when it is created since the first thing you have to do is switch back to the original folder - eM Client should stay at whatever folder was already selected (e.g, the inbox)
Right-click on the message you want to move and choose Move to Folder.
Create the new folder in that dialogue, and select it.