Just clicking on the map adds a waypoint at the end indeed. There are two methods for adding a waypoint in between existing waypoints:
Drag the line from a position between waypoints, to the location you want to place the extra waypoint. The cursor changes to a balloony + symbol when you hoover the line, as an indication where to click and hold.
Click ON the line in between two existing waypoints to add a waypoint bewteen thos points. Then drag that new waypoint to the location you want.
I made a screen recording to show this, but it seems no small vids can be placed here.