The New Person Page doesn't appear to have any way to change the "preferred" selection in the Family Members section. This affects the relationship line.
Unless I am misunderstanding your point, the "Set Preferred" option is provided, as shown below:
This question has come up about a dozen times now. I have been wondering if the reason so many people are overlooking the new way to set preferred parents is because they assume the new link is just to set preferred spouse since it is positioned on the left. The same link is used to set both the preferred spouse and the preferred parents. Using just one link rather than having a button under every single couple in both columns does save a little bit of space and unclutters the page some.
Another reason it might be overlooked so often is that it is not present unless there is more than one spouse or more than one set of parents. The old buttons are not there unless there is more than one either so this behavior is the same.
It's generally not a bad idea with this big of an update to take some time and research the entire page. Go over the full page one square millimeter at a time, just like you would a page of microfilm. Read everything and click on everything just to see what it does.