Well, it appears you can only add colors as a swatch if an object contains that color as a fill or stroke. That means if you are investigating colors you have to create an object, assign the color, THEN create a swatch by ctrl-clicking it and selecting a menu option. It's an extra step considering the fact that you should be able to access relevant color-related features when interacting with the swatches window or color chooser.
An example of why this seems odd (and inconsistent) is that you can create color chord swatches within the swatch window by ctrl-clicking a swatch color. If this feature worked like the swatch creation process it would be like this: Select an object > ctrl-click > Select fill or stroke > Select color chord creation > Swatches then appear in swatch window. THAT is a lot of steps.
Creating swatches clearly should exist within the swatch window. So I found that really confusing and it's inconsistent. You create initial swatches one way. You create additional swatches another way? It's definitely a UX mistake.
But yeah the software is cheap, so okay.