I think I understand what you mean, but since English is not my native language, I just want to make sure I understood you correctly before I start looking into it.
Do you mean that when you click and drag a belt across a compact loader, Factorio replaces the loader with a belt, while dragging a belt across a normal building instead tries to route it underneath using underground belts?
If that is what you mean, I am definitely willing to look into whether this behaviour can be changed for the loaders as well. If I misunderstood, could you perhaps post a short video or screenshot showing exactly what happens?