Davemon
I remember reading somewhere in the forums recently that creating an object via expression -- not by forcibly picking the object -- is a security flaw when Construct 2 obfuscates the javascript code during export. The object name and properties would be revealed and your game can be reversed engineered, so Construct 2 opted to remove this feature. The answer was from an official Construct 2 developer.
I do wish there was an option in the preferences that we can check 'I DONT CARE about people stealing my game code' that enables this feature, but I think the the reverse engineering goes deeper than just protecting our games; maybe protecting Construct 2's proprietary codes.
Like you, I am left with the answer of creating a super sprite sheet, and tons of IF ELSE statements to control object properties.