You’re not losing it. I raised that as a feature request some while ago. Until then, a symlink will do what you need:
root@GL-AXT1800:~# ll /etc/dnscrypt-proxy2/dnscrypt-proxy.toml
lrwxrwxrwx 1 root root 40 Jul 13 12:41 /etc/dnscrypt-proxy2/dnscrypt-proxy.toml -> dnscrypt-proxy.myDohDnsProvider.usa.toml