This has been a long bug-bear of mine for all the Garmin Edge devices I've owned. I just upgraded to the 830 this weekend and was looking forward to seeing this issue finally put to rest, but no!
I love Dynamic Watch app which sits under the IQ apps and we still can't run IQ apps once an activity has started after all these years. But I'm not fussy - I'd be happy to be able to load a new online route any which way without having to cancel the current activity. I know I can stop, download and start a new activity and then join the fit files at home but that's a very clunky solution.
I noticed that Trailforks is now integrated into the front-end of the device and can load cloud-based routes on the fly - is it simply a matter of integrating Garmin Connect or Strava or Dynamic Watch or... (basically I'll take any option) via firmware update? If so, please Garmin - please add this feature for all of us who use our Edges out in the wild. As long as I can import a gpx file on-the-fly, I'll be a very happy camper.
Other than that, the 830 is pretty schmick!