In File - Wizards - Address Data Source or Tools - Address Data Source - Assign, 1st screen has "Select Other external data source", 2nd screen has just "Settings" button and 3rd screen has dropdown list, which are just 3 additional clicks. Instead, all data sources: Firefox, Thunderbird and all sources currently in dropdown list should be available in 1st screen.
Wizard in a wizard... no idea if this can be simplified so easily (of course, the Settings buttons can be placed next to "Other" on the first page).
I agree with Timur. The last option Other external should have a dropdown near with all posibilities from screen 3.