You should be able to just click - don't move the mouse, and it will create one.
@chuck Thank you, this halfway works, but is not exactly what I was looking for. It only solves the issue if your previous point is not a bezier curve. If the preceding one uses curves you still have to 'option + click' the point to convert it for the next one :-/
Umm, I'm not seeing that. When I just click it creates a anchor point with no handles. opt/alt clicking does nothing to change it.