It is possible to "change certification trust" in Kleopatra (right click option) on a not certified (not signed) key and thereby assign full trust.
This makes no sense for a key without validity.
The trust level would in this case be ignored anyway, but this is confusing for the user.
It would make more sense to grey out "change certification trust" for not certified keys
I see no reason to force a certain order of actions on the users, i.e. first they have to certify a certificate and only then they can give this certificate certification power.
What might make sense is to add an option "Give this certificate certification power" to the Certify dialog. Moreover, we could ask the user whether they also want to certify the certificate after they have given certification power to an uncertified certificate.
I think this works as intended now with the new certify interface. Also if you grant a key full ownertrust as now is the only option the self certification automatically becomes valid so this then shows as certified.