These questions were brought up during the 15.6 roll out. They are still 'on the horizon' of work to be completed. Not sure when this will be completed, but it is very basic functionality and should be available now. I know it is the main reason we can't go to the new UX.
We have looked at moving away from the lookups, but that is really impractical given how much we depend on them to drive specific pages and fields based on the choices. So, as much as our user base is not pleased with the navigation of the 'classic' ux, that is where we stay. . .