That's what i'm afraid. That option existed in the previous versions but we never used it.
We have to append step and iges files, from our suppliers and customers, to check differences all the time, and it's much more faster to drop the received file in the creo window and choose append option than have to go browsing through windows folders looking for the right path of the file and leaving space for human error.
This is just a detail in the program, but for us a great step backward in productivity. Hope that someone from PTC has a better turnaround for this.