This sounds a bit type specific. Both glass cockpit type I have flown didn't have a course selector on the MCP. The course is selected on the FMC CDU nas usually it's automatic with the selection of the approach. The LOC needs no course info, it is a pure fly L/R command and does not need heading integration as does the VOR. The only exception to this is when flying a back course ILS and then it's just to have the signal display reversed.