Issue Description
You have created a new Composite Wall, drawn the wall on the plan, and are now trying to insert a Door/Window, but you are only allowed to select one side as the external leaf.
Solution
Even though the wall looks straight, it has been drawn with the Trapezoid wall option.
With the Trapezoid wall Geometry Method, you are only allowed to place a Door/Window towards the edge that has been defined as the Outside Face, either by the Composite or the Reference Line Location of the wall.
Modify the wall Geometry Method to Straight and replace the Door/Window accordingly.