EndNote 20 introduces a new workflow for the Insert Selected Citation command. Please see the following video with the steps.
https://videos.webofsciencegroup.com/watch/dUhy5o22txuX64i5uzLKCX
You can also use the Insert Citation command with these steps:
https://clarivate.libguides.com/ld.php?content_id=58354740
If you would like to see the return of the Insert Selected Citation button in EndNote 20 then I would suggest adding that suggestion to the EndNote Product Suggestions group in the forum.
https://community.endnote.com/t5/EndNote-Product-Suggestions/bd-p/en-suggest