Idea created a 2.4 web.xml when I first added the web facet (can't remember that I had a choice, but maybe I missed it).
I went to the settings and clicked edit on the web.xml in the descriptors table: No version dopdown in dialog.
Hm, not that nice, but I can re-create the web.xml because its still empty anyway:
Clicked delete, selected "also delete from disk", confirmed. (BTW: it should be "Delete..." rather than "Delete").
Clicked "Add..."
=> Bug: There is now a version dropdown, but it is disabled.
Workaround: Click on "Apply" after deletion and before creating the web.xml again.