Hi Gionvanni,
The way program management was designed was that it is really all about completing courses - the "competency" option when setting up content doesn't really add the competency - it adds all the courses that are linked to that competency.
So if the competency doesn't have any courses linked it doesn't really make sense to allow you to add it.
For it to be meaningful to add a competency to a program directly, the program management code would need to be modified to support competencies - e.g. understand when a competency is complete and use that information to unlock further content. I'm afraid that isn't currently possible.
Simon