That is how it always worked. Even with the “Move words to known” option disabled, when you click the complete Lesson option on the last page, all your blue words for the whole lesson will be moved to known. There is no reason to keep blue words. The idea is that you either need to learn them or they are known. (or you can ignore words).
Having said that, you can click on all white words to make them blue again and create LingQs for them. So, if you are reading, and come across a word you incorrectly marked as known or ignored, just click on it to make it blue.