Hi Ken,
Yes, currently MCUXpresso only supports the LinkServer connection with that dialog, because it uses its internal (LPCLink/LinkServer) specific flash programming, and does not rely on the flash programming e.g. Segger or P&E does with their probes. Regardless, you can get the same functionality as in KDS. For this, simply configure a launch configuration with the file you want to download, plus configure it for your device:

If you use now the 'green' debug button, it will program your device with that binary. Now this will do the sa
me thing like a normal 'debug', but if you only want to download and run it, have a look at the following article:
Emulating Eclipse ‘Run’ with ‘Debug’ Configuration | MCU on Eclipse
It is written for KDS, but the same thing applies to the MCUXpresso IDE too.
I hope this helps,
Erich