Hello, Thanks for using SupportForums
The wizard is there to help you get started, it is by no means a end all be all configuration.
the only thing that drop down does is help you by creating the expected domain and associate to the AAEP. For example, if Hyper-V host, it will create a SCVMM domain, if bare metal, it will create physical domain, if External Bridge Device, L2 if AVS then VMM to vCenter if ESX then VMM to vCenter etc.
You could definitely create a Baremetal domain for your ESXI hosts but its expected that you will not be doing VMM integration, unless you go back and modify the AAEP / Domain association manually to a manually created VMM domain.