Hi. By chance did you get a solution ? I also have the Linky consumption entity and unable to select the entity with the price current price (based on 2 different prices per day with 3 different types of day)
The reason for the limitation is a bit technical that requires you understand what’s going on internally in the energy integration, but basically the price is a sensor entity that is updated every time the consumption entity changes, and then that entity is processed into long term statistics.
There’s no mechanism for HA to calculate and generate price statistics retroactively from external statistics.
The only way (without changes to HA core) to get a cost for external statistics is to also generate and import a statistic for costs in the same way you imported external statistic for consumption.