There is always a dev menu in the build they use on-stream but they remove it before the patch goes live. While I agree it would be a good thing to have, giving everyone infinite parts all the time would defeat the point of the game.
When creative mode is implemented, people will be able to build whatever they want without interrupting the main game.
I'm really interested in tweaking internal stuff like visuals to test performance and aesthetics and other internals like ai and physics. I understand the current build isn't nearly as good looking (or with as many features) as what will be released in the final product, but it would still be fun to tinker with all that.