I also had a Changeling "smart ask" failure:
When buying Messenger (as a first buy), the smart ask assumes you want the extra gain but asks if you want to exchange Messenger.
I haven't reproduced this.
I'm not sure whether I understand correctly, but is the complaint that you're not asked about the card that you pick as a Messenger target? Note that if you pick Silver and want to exchange it for Changeling, you could pick Changeling in the first place and your opponent doesn't get the choice between Silver and Changeling.
The situations in which it makes a difference are relatively rare:
-) At least 3 players and a pile with 1 card: e.g. I choose Silver as a target but exchange for Changeling, the next player prefers to keep the last Silver and then the 3rd player can't gain Silver)
-) One Changeling left and I want to junk my opponent: e.g. I choose Silver and exchange it for the last Changeling, my opponent can't exchange the Silver anymore.
In those cases you'd have to switch off smart ask.