After selecting cells, the context menu should contain a "Convert from formulas to values" item. It would save so many clicks!
You can do so with one click:
Select the range
RightClick to drag elsewhere;
WITHOUT letting go, bring it back to original location.
Shortcut menu has a "Copy here as values only" choice.
I agree that it would be nice, but meanwhile, you can do this with a macro. I made one that copies, pastes values, and converts any n/a to 0. So after a lookup, I press the three key combination and my column is ready.
I probably do this 50 times a week, if not more.