This isn’t possible at this time. Generally speaking I’d say that M4L is fully aimed at accessing the Live session environment (session view) and allows you to control most of Live’s aspects which basically boil down to settings. From (global) application settings down the line to track, clip and device settings.
But when it comes to influencing the environment itself your options are somewhat limited.
The sample selector you’re referring to is simply one of the zones which you can use to make a selection as to what sample should be playing (key zone, velocity zone and a specific selector).
In Sampler: click on ‘zones’ (expand it), the click on ‘Sel’ (the most right button in sample layer list). The orange indicator is the sample selector.
The reason why this also exists in Simpler is because this device can also handle multiple samples. However you’d need Sampler to set it all up (using the conversion options "simpler -> sampler" and "sampler -> simpler").
I have the exact same problem of not being able to load samples automatically in Simpler. To get around this, I programmed my patch called "Drumfire", http://www.maxforlive.com/library/device.php?id=406
This is kind of a Simpler programmed in Max4Live with folder and sample load possibility.
Am I somehow stubborn to believe there still must be a possibility to do what "adamflorin" expects, to simply trigger the load of samples into simpler from M4L? It would finally make "Drumfire" obsolete.
Samplers & their chains are just not an alternative, as they hog CPU time and / or memory with no end.