Welcome, hank3737, to Apple Support Communities!
So, with Numbers 10.2 on a Mac (iMac?) you seem to be having some trouble with setting a Cell or Cells for Conditional Formatting.
We should be able to help you, here!
I haven’t noticed any change in this behavior with any of the latest versions of Numbers.
So, when you add a new comparison-type Rule, do you not see the little, pale-blue button on the right, within the text entry field?
What you describe as «I first had to click a little icon on the right to "Type a value for this rule"» sure seems to describe what I still see.
Could you please provide a screenshot of what you are seeing, when you select a new comparison-type Rule?