Since minecraft 1.8 Ctrl+Pick block on a Command block allows you to pick the Command Block with his command in your current slot.
Now when we pick one it always be placed on a free slot. This is really annoying when you're accustomed to the other behavior.
Comments 2
Also see MC-86153 for when you already have the picked block.
Behavior can change between versions. This is done to prevent accidentally removing something you already had on your hotbar.