Unfortunately this is the only setting available on iOS, and there isn't a dialog you're missing, it just isn't present at all.

Actually I was on the phone with Apple Support about another issue, and asked this bookmark question. I was shown how to solve my problem. I went the the star to the right of the address bar and clicked on it. A window appears called New Bookmark. At the bottom is a box you can check to "Show editor when saving". This will then, for future bookmarks, automatically open the window which will allow you to name and place your bookmark. I would be died in the water without Apple Support!!!