Currently, if you right click and go to ‘Insert Object’ while highlighting the ReplicatedFirst service, it lists all of the 2D GUI objects and LocalScript as objects that can be inserted, but not ScreenGui. I may be missing something, but this seems like it’s silly to allow the inserting of other GUI elements without a ScreenGui to hold them.
http://image.prntscr.com/image/3dcaaf6609214293a505f3329419572c.png